0.30Open0.80Pre Close11 Volume31 Open Interest567.50Strike Price530.00Turnover19.84%IV1.88%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1075Delta0.0214Gamma1284.11Leverage Ratio-0.3368Theta-0.0033Rho-138.06Eff Leverage0.0806Vega