2.65Open2.41Pre Close2 Volume163 Open Interest18.50Strike Price530.00Turnover95.07%IV0.19%PremiumDec 6, 2024Expiry Date2.62Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9717Delta0.0556Gamma6.04Leverage Ratio-0.0094Theta-0.0008Rho-5.87Eff Leverage0.0009Vega