0.46Open0.55Pre Close13 Volume194 Open Interest160.00Strike Price536.00Turnover26.17%IV9.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0683Delta0.0109Gamma470.24Leverage Ratio-0.0302Theta-0.0075Rho-32.14Eff Leverage0.0609Vega