0.70Open0.73Pre Close9 Volume243 Open Interest40.00Strike Price530.00Turnover20.31%IV0.70%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier6DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6190Delta0.3702Gamma70.03Leverage Ratio-0.0384Theta0.0039Rho43.35Eff Leverage0.0193Vega