0.03Open0.02Pre Close393 Volume990 Open Interest15.00Strike Price527.00Turnover53.80%IV9.97%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0277Delta0.0689Gamma1665.00Leverage Ratio-0.0062Theta0.0000Rho-46.11Eff Leverage0.0011Vega