0.35Open0.31Pre Close15 Volume4.49K Open Interest14.00Strike Price527.00Turnover42.32%IV6.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3274Delta0.2351Gamma41.60Leverage Ratio-0.0118Theta-0.0029Rho-13.62Eff Leverage0.0131Vega