0.77Open0.70Pre Close7 Volume63 Open Interest34.50Strike Price539.00Turnover181.08%IV10.95%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.2947Delta0.0797Gamma42.11Leverage Ratio-0.3922Theta0.0005Rho12.41Eff Leverage0.0082Vega