5.35Open5.10Pre Close1 Volume1 Open Interest12.50Strike Price535.00Turnover307.72%IV-2.73%PremiumNov 22, 2024Expiry Date5.54Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9526Delta0.0452Gamma1.25Leverage Ratio-0.0221Theta-0.0010Rho-1.19Eff Leverage0.0007Vega