0.15Open0.15Pre Close48 Volume720 Open Interest7.50Strike Price531.00Turnover52.65%IV3.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.3478Delta1.1227Gamma98.13Leverage Ratio-0.0255Theta0.0002Rho34.13Eff Leverage0.0023Vega