0.11Open0.19Pre Close56 Volume898 Open Interest20.00Strike Price500.00Turnover87.37%IV16.94%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0898Delta0.0862Gamma228.60Leverage Ratio-0.0253Theta0.0002Rho20.54Eff Leverage0.0035Vega