2.70Open3.40Pre Close2 Volume131 Open Interest70.00Strike Price538.00Turnover29.62%IV1.66%PremiumDec 20, 2024Expiry Date1.49Intrinsic Value100Multiplier24DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.6384Delta0.0695Gamma23.25Leverage Ratio-0.0482Theta0.0276Rho14.84Eff Leverage0.0682Vega