0.04Open0.04Pre Close152 Volume158 Open Interest98.00Strike Price537.00Turnover34.16%IV2.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0578Gamma3812.00Leverage Ratio-0.0798Theta0.0001Rho155.93Eff Leverage0.0039Vega