0.30Open0.80Pre Close11 Volume31 Open Interest567.50Strike Price530.00Turnover20.35%IV1.87%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1199Delta0.0226Gamma1283.96Leverage Ratio-0.3836Theta-0.0037Rho-153.89Eff Leverage0.0868Vega