5.20Open6.30Pre Close1 Volume2 Open Interest37.50Strike Price520.00Turnover65.67%IV2.79%PremiumAug 16, 2024Expiry Date4.04Intrinsic Value100Multiplier25DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.7577Delta0.0435Gamma7.84Leverage Ratio-0.0484Theta0.0182Rho5.94Eff Leverage0.0342Vega