0.30Open0.80Pre Close11 Volume31 Open Interest567.50Strike Price530.00Turnover19.70%IV1.88%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1083Delta0.0217Gamma1284.16Leverage Ratio-0.3371Theta-0.0033Rho-139.11Eff Leverage0.0808Vega