0.90Open0.48Pre Close7 Volume102 Open Interest7.00Strike Price530.00Turnover77.12%IV2.66%PremiumNov 15, 2024Expiry Date0.70Intrinsic Value100Multiplier9DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7974Delta0.3022Gamma9.62Leverage Ratio-0.0153Theta0.0013Rho7.67Eff Leverage0.0034Vega