5.30Open4.59Pre Close1 Volume59 Open Interest69.50Strike Price530.00Turnover49.03%IV2.07%PremiumDec 20, 2024Expiry Date3.94Intrinsic Value100Multiplier32DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6210Delta0.0403Gamma10.84Leverage Ratio-0.0519Theta-0.0344Rho-6.73Eff Leverage0.0741Vega