5.20Open5.30Pre Close1 Volume12 Open Interest80.00Strike Price520.00Turnover35.78%IV0.50%PremiumDec 20, 2024Expiry Date4.78Intrinsic Value100Multiplier27DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7496Delta0.0382Gamma13.35Leverage Ratio-0.0553Theta0.0431Rho10.01Eff Leverage0.0740Vega