0.19Open0.30Pre Close29 Volume140 Open Interest155.00Strike Price530.00Turnover43.54%IV2.95%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0755Delta0.0478Gamma1506.20Leverage Ratio-0.2747Theta0.0002Rho113.75Eff Leverage0.0097Vega