0.03Open0.02Pre Close329 Volume919 Open Interest6.00Strike Price526.00Turnover83.13%IV11.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1011Delta0.4105Gamma270.00Leverage Ratio-0.0105Theta0.0000Rho27.30Eff Leverage0.0009Vega