0.57Open0.41Pre Close9 Volume3.84K Open Interest6.00Strike Price525.00Turnover86.22%IV1.63%PremiumDec 20, 2024Expiry Date0.47Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7540Delta0.5234Gamma10.05Leverage Ratio-0.0160Theta-0.0007Rho-7.58Eff Leverage0.0022Vega