0.05Open0.22Pre Close105 Volume125 Open Interest312.50Strike Price525.00Turnover140.05%IV27.34%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0067Delta0.0008Gamma4909.00Leverage Ratio-0.0498Theta0.0001Rho33.02Eff Leverage0.0032Vega