0.30Open0.65Pre Close24 Volume109 Open Interest422.50Strike Price530.00Turnover80.82%IV5.35%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0295Delta0.0052Gamma2974.73Leverage Ratio-0.8577Theta-0.0002Rho-87.80Eff Leverage0.0108Vega