0.40Open0.40Pre Close11.18K Volume4.55K Open Interest52.00Strike Price527.10KTurnover32.45%IV2.29%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.2987Delta0.1985Gamma133.00Leverage Ratio-0.0798Theta0.0017Rho39.73Eff Leverage0.0187Vega