0.35Open0.55Pre Close15 Volume238 Open Interest3.00Strike Price525.00Turnover197.84%IV11.07%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier20DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.4130Delta0.2844Gamma5.42Leverage Ratio-0.0135Theta-0.0009Rho-2.24Eff Leverage0.0027Vega