0.04Open0.04Pre Close150 Volume158 Open Interest98.00Strike Price531.00Turnover32.40%IV2.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0516Delta0.0650Gamma2720.86Leverage Ratio-0.0350Theta0.0001Rho140.29Eff Leverage0.0053Vega