5.20Open5.20Pre Close1 Volume1 Open Interest23.00Strike Price520.00Turnover83.51%IV0.17%PremiumDec 20, 2024Expiry Date5.17Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9552Delta0.0419Gamma3.43Leverage Ratio-0.0088Theta-0.0038Rho-3.27Eff Leverage0.0029Vega