0.95Open0.95Pre Close6 Volume2.43K Open Interest37.00Strike Price530.00Turnover18.32%IV1.12%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier22DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6368Delta0.2230Gamma38.41Leverage Ratio-0.0173Theta0.0137Rho24.46Eff Leverage0.0344Vega