0.10Open0.05Pre Close53 Volume6.96K Open Interest35.00Strike Price530.00Turnover7.76%IV0.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3530Delta1.1934Gamma468.00Leverage Ratio-0.0114Theta-0.0014Rho-165.21Eff Leverage0.0150Vega