2.65Open1.38Pre Close2 Volume4 Open Interest28.00Strike Price530.00Turnover7388.75%IV0.39%PremiumSep 27, 2024Expiry Date2.55Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7545Delta0.0979Gamma8.55Leverage Ratio-480.0326Theta0.0000Rho-6.45Eff Leverage0.0001Vega