2.65Open2.65Pre Close2 Volume2 Open Interest37.00Strike Price530.00Turnover50.42%IV7.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4599Delta0.0729Gamma17.63Leverage Ratio-0.0329Theta-0.0144Rho-8.11Eff Leverage0.0431Vega