0.20Open0.10Pre Close26 Volume8 Open Interest2.00Strike Price520.00Turnover108.55%IV9.45%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier23DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5654Delta0.7180Gamma8.93Leverage Ratio-0.0048Theta0.0006Rho5.05Eff Leverage0.0020Vega