0.05Open0.20Pre Close101 Volume206 Open Interest15.00Strike Price520.00Turnover206.32%IV88.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0946Delta0.0508Gamma64.40Leverage Ratio-0.0182Theta0.0003Rho6.09Eff Leverage0.0027Vega