5.20Open3.85Pre Close1 Volume208 Open Interest62.50Strike Price520.00Turnover41.82%IV0.64%PremiumJan 17, 2025Expiry Date4.77Intrinsic Value100Multiplier11DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.8559Delta0.0465Gamma13.19Leverage Ratio-0.0566Theta0.0158Rho11.29Eff Leverage0.0265Vega