2.65Open1.38Pre Close2 Volume4 Open Interest28.00Strike Price530.00Turnover6475.22%IV0.39%PremiumSep 27, 2024Expiry Date2.55Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7575Delta0.0981Gamma8.55Leverage Ratio-368.7912Theta0.0000Rho-6.48Eff Leverage0.0002Vega