0.30Open0.40Pre Close22 Volume129 Open Interest5.00Strike Price525.00Turnover103.95%IV2.77%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5669Delta0.7169Gamma20.24Leverage Ratio-0.0294Theta0.0003Rho11.47Eff Leverage0.0021Vega