0.03Open0.05Pre Close173 Volume11.67K Open Interest26.50Strike Price526.00Turnover38.58%IV4.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0938Delta0.2070Gamma725.71Leverage Ratio-0.0241Theta0.0002Rho68.07Eff Leverage0.0035Vega