2.65Open2.86Pre Close2 Volume17 Open Interest6.00Strike Price530.00Turnover902.62%IV3.84%PremiumDec 27, 2024Expiry Date2.33Intrinsic Value100Multiplier0DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9686Delta0.0464Gamma3.51Leverage Ratio-0.3375Theta0.0000Rho3.40Eff Leverage0.0001Vega