2.36Open2.28Pre Close1.98K Volume26.76K Open Interest600.00Strike Price535.82KTurnover75.75%IV50.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier38DDays to Expiry2.46Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.0014Gamma161.87Leverage Ratio-0.1749Theta0.0266Rho11.32Eff Leverage0.1752Vega