1.00Open0.91Pre Close6 Volume99 Open Interest50.00Strike Price520.00Turnover20.29%IV1.72%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier7DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type-0.4950Delta0.2785Gamma86.89Leverage Ratio-0.0377Theta-0.0045Rho-43.01Eff Leverage0.0283Vega