0.27Open0.35Pre Close21 Volume526 Open Interest5.00Strike Price527.00Turnover72.52%IV9.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3506Delta0.3887Gamma21.04Leverage Ratio-0.0076Theta-0.0012Rho-7.38Eff Leverage0.0049Vega