0.30Open0.40Pre Close22 Volume129 Open Interest5.00Strike Price525.00Turnover107.88%IV2.77%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5668Delta0.7167Gamma20.24Leverage Ratio-0.0319Theta0.0003Rho11.47Eff Leverage0.0020Vega