5.30Open4.60Pre Close1 Volume20 Open Interest92.50Strike Price530.00Turnover27.88%IV0.08%PremiumDec 20, 2024Expiry Date5.22Intrinsic Value100Multiplier28DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7848Delta0.0385Gamma15.03Leverage Ratio-0.0477Theta0.0546Rho11.80Eff Leverage0.0797Vega