2.65Open2.75Pre Close2 Volume2.73K Open Interest52.50Strike Price530.00Turnover36.08%IV0.62%PremiumJan 17, 2025Expiry Date2.31Intrinsic Value100Multiplier12DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.7587Delta0.0854Gamma18.74Leverage Ratio-0.0510Theta0.0132Rho14.22Eff Leverage0.0315Vega