5.30Open7.14Pre Close1 Volume779 Open Interest34.00Strike Price530.00Turnover156.08%IV15.44%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier23DDays to Expiry5.24Extrinsic Value100Contract SizeAmericanOptions Type-0.4154Delta0.0290Gamma6.40Leverage Ratio-0.1120Theta-0.0112Rho-2.66Eff Leverage0.0336Vega