0.91Open1.95Pre Close6 Volume4 Open Interest22.50Strike Price530.00Turnover77.07%IV0.26%PremiumJan 10, 2025Expiry Date0.69Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7784Delta0.3157Gamma28.45Leverage Ratio-0.1250Theta0.0005Rho22.15Eff Leverage0.0036Vega