0.91Open1.95Pre Close6 Volume4 Open Interest22.50Strike Price530.00Turnover115.41%IV0.26%PremiumJan 10, 2025Expiry Date0.69Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7771Delta0.3155Gamma28.45Leverage Ratio-0.3151Theta0.0002Rho22.11Eff Leverage0.0024Vega