5.20Open6.78Pre Close1 Volume11 Open Interest90.00Strike Price520.00Turnover89.70%IV0.98%PremiumNov 29, 2024Expiry Date4.36Intrinsic Value100Multiplier2DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.7499Delta0.0533Gamma16.47Leverage Ratio-0.4453Theta-0.0038Rho-12.35Eff Leverage0.0212Vega