1.75Open1.70Pre Close3 Volume909 Open Interest18.00Strike Price535.00Turnover43.42%IV1.59%PremiumNov 15, 2024Expiry Date1.54Intrinsic Value100Multiplier20DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8110Delta0.1361Gamma10.86Leverage Ratio-0.0152Theta0.0077Rho8.80Eff Leverage0.0124Vega