0.15Open0.50Pre Close20 Volume42 Open Interest19.00Strike Price521.00Turnover22.02%IV1.21%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier8DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5499Delta0.6435Gamma68.04Leverage Ratio-0.0172Theta0.0022Rho37.42Eff Leverage0.0111Vega