0.40Open0.60Pre Close21 Volume51 Open Interest295.00Strike Price530.00Turnover67.90%IV11.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0388Delta0.0051Gamma1062.09Leverage Ratio-0.1790Theta0.0008Rho41.24Eff Leverage0.0203Vega