0.15Open0.24Pre Close18 Volume291 Open Interest13.00Strike Price534.00Turnover197.50%IV6.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3929Delta0.2536Gamma38.74Leverage Ratio-0.3282Theta-0.0002Rho-15.22Eff Leverage0.0030Vega