2.65Open1.14Pre Close2 Volume260 Open Interest34.50Strike Price530.00Turnover149.07%IV1.94%PremiumDec 20, 2024Expiry Date2.02Intrinsic Value100Multiplier0DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.8642Delta0.1255Gamma15.21Leverage Ratio-0.3959Theta-0.0004Rho-13.15Eff Leverage0.0025Vega