0.15Open0.30Pre Close51 Volume261 Open Interest205.00Strike Price530.00Turnover335.06%IV103.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0151Delta0.0012Gamma673.50Leverage Ratio-0.1243Theta0.0001Rho10.15Eff Leverage0.0035Vega