0.22Open0.35Pre Close15 Volume72 Open Interest212.50Strike Price528.00Turnover64.89%IV1.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3173Delta0.0801Gamma231.95Leverage Ratio-2.1615Theta-0.0007Rho-73.60Eff Leverage0.0244Vega