5.20Open6.78Pre Close1 Volume11 Open Interest90.00Strike Price520.00Turnover89.68%IV0.98%PremiumNov 29, 2024Expiry Date4.36Intrinsic Value100Multiplier2DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.7499Delta0.0533Gamma17.66Leverage Ratio-0.4450Theta-0.0038Rho-13.24Eff Leverage0.0212Vega