6.80Open11.30Pre Close1.35K Volume505 Open Interest587.50Strike Price530.27KTurnover197.78%IV0.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1680Delta0.1069Gamma900.38Leverage Ratio-196.3479Theta0.0000Rho151.29Eff Leverage0.0030Vega