0.40Open0.60Pre Close21 Volume51 Open Interest295.00Strike Price530.00Turnover67.50%IV11.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0391Delta0.0052Gamma1059.20Leverage Ratio-0.1793Theta0.0008Rho41.38Eff Leverage0.0204Vega