0.05Open0.10Pre Close107 Volume2.43K Open Interest5835.00Strike Price535.00Turnover159.09%IV2.68%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0028Delta0.0001Gamma119906.80Leverage Ratio-18.1406Theta0.0000Rho-336.44Eff Leverage0.0032Vega