0.15Open0.13Pre Close37 Volume272 Open Interest34.00Strike Price526.00Turnover54.75%IV8.05%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1125Delta0.1018Gamma315.60Leverage Ratio-0.0402Theta0.0004Rho35.51Eff Leverage0.0066Vega