2.65Open3.40Pre Close2 Volume20 Open Interest52.50Strike Price530.00Turnover44.91%IV5.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4590Delta0.0576Gamma20.03Leverage Ratio-0.0413Theta-0.0201Rho-9.20Eff Leverage0.0612Vega