0.20Open0.18Pre Close33 Volume34 Open Interest417.50Strike Price527.00Turnover17.05%IV2.80%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0496Delta0.0138Gamma2770.13Leverage Ratio-0.0868Theta-0.0020Rho-137.52Eff Leverage0.0446Vega