0.91Open1.95Pre Close6 Volume8 Open Interest22.50Strike Price530.00Turnover101.60%IV0.26%PremiumJan 10, 2025Expiry Date0.69Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8428Delta0.3398Gamma30.92Leverage Ratio-0.2605Theta0.0002Rho26.06Eff Leverage0.0017Vega