5.30Open4.92Pre Close1 Volume455 Open Interest47.50Strike Price530.00Turnover31.85%IV0.46%PremiumOct 18, 2024Expiry Date5.06Intrinsic Value100Multiplier16DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9415Delta0.0333Gamma10.01Leverage Ratio-0.0184Theta0.0194Rho9.43Eff Leverage0.0129Vega