5.25Open5.60Pre Close1 Volume506 Open Interest105.00Strike Price525.00Turnover31.81%IV1.66%PremiumSep 20, 2024Expiry Date3.57Intrinsic Value100Multiplier21DDays to Expiry1.68Extrinsic Value100Contract SizeAmericanOptions Type-0.6492Delta0.0484Gamma19.89Leverage Ratio-0.0598Theta-0.0335Rho-12.91Eff Leverage0.0911Vega