5.30Open4.70Pre Close1 Volume2 Open Interest65.00Strike Price530.00Turnover61.72%IV2.31%PremiumDec 20, 2024Expiry Date3.89Intrinsic Value100Multiplier24DDays to Expiry1.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6146Delta0.0394Gamma9.94Leverage Ratio-0.0722Theta-0.0252Rho-6.11Eff Leverage0.0606Vega