0.91Open1.95Pre Close6 Volume4 Open Interest22.50Strike Price530.00Turnover52.84%IV0.39%PremiumJan 10, 2025Expiry Date0.66Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7729Delta0.3252Gamma29.32Leverage Ratio-0.0724Theta0.0010Rho22.66Eff Leverage0.0053Vega