0.25Open0.45Pre Close21 Volume53 Open Interest47.50Strike Price525.00Turnover32.85%IV1.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3187Delta0.2312Gamma148.25Leverage Ratio-0.0827Theta-0.0014Rho-47.24Eff Leverage0.0168Vega