0.20Open0.20Pre Close26 Volume602 Open Interest11.00Strike Price520.00Turnover12.49%IV0.63%PremiumNov 15, 2024Expiry Date0.13Intrinsic Value100Multiplier14DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7104Delta1.2354Gamma55.65Leverage Ratio-0.0042Theta0.0031Rho39.53Eff Leverage0.0076Vega