0.64Open0.55Pre Close10 Volume103 Open Interest17.00Strike Price520.00Turnover28.71%IV1.93%PremiumDec 20, 2024Expiry Date0.11Intrinsic Value100Multiplier5DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5880Delta0.6591Gamma57.03Leverage Ratio-0.0241Theta0.0014Rho33.53Eff Leverage0.0080Vega