2.65Open3.20Pre Close2 Volume1 Open Interest5.00Strike Price530.00Turnover255.35%IV9.27%PremiumJan 17, 2025Expiry Date2.41Intrinsic Value100Multiplier20DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7833Delta0.1893Gamma1.02Leverage Ratio-0.0108Theta-0.0020Rho-0.80Eff Leverage0.0018Vega