0.30Open0.80Pre Close11 Volume31 Open Interest567.50Strike Price530.00Turnover20.66%IV2.13%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0976Delta0.0188Gamma1544.88Leverage Ratio-0.3172Theta-0.0031Rho-150.72Eff Leverage0.0765Vega