0.20Open0.20Pre Close33 Volume61 Open Interest10.50Strike Price527.00Turnover139.09%IV8.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2183Delta0.3537Gamma97.90Leverage Ratio-0.0892Theta0.0001Rho21.37Eff Leverage0.0018Vega