0.15Open0.10Pre Close48 Volume207 Open Interest22.50Strike Price520.00Turnover65.40%IV23.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1141Delta0.0669Gamma122.27Leverage Ratio-0.0133Theta0.0011Rho13.94Eff Leverage0.0085Vega