5.30Open6.10Pre Close1 Volume186 Open Interest150.00Strike Price530.00Turnover29.52%IV1.19%PremiumNov 15, 2024Expiry Date3.55Intrinsic Value100Multiplier9DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type-0.6768Delta0.0519Gamma30.20Leverage Ratio-0.1227Theta-0.0229Rho-20.44Eff Leverage0.0852Vega