0.42Open2.02Pre Close6.45K Volume5.03K Open Interest37.00Strike Price527.79KTurnover138.05%IV12.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.2466Delta0.0704Gamma54.37Leverage Ratio-0.2126Theta0.0007Rho13.41Eff Leverage0.0102Vega