0.12Open0.05Pre Close85 Volume101 Open Interest2.50Strike Price530.00Turnover137.55%IV31.48%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0774Delta0.1422Gamma89.75Leverage Ratio-0.0047Theta-0.0001Rho-6.94Eff Leverage0.0011Vega