5.20Open6.01Pre Close1 Volume53 Open Interest60.00Strike Price520.00Turnover42.31%IV1.12%PremiumNov 15, 2024Expiry Date4.48Intrinsic Value100Multiplier20DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.7864Delta0.0451Gamma11.83Leverage Ratio-0.0517Theta0.0253Rho9.30Eff Leverage0.0444Vega