2.48Open2.35Pre Close2 Volume30 Open Interest37.00Strike Price507.00Turnover80.07%IV0.99%PremiumDec 6, 2024Expiry Date2.20Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7877Delta0.0967Gamma16.86Leverage Ratio-0.1380Theta0.0026Rho13.28Eff Leverage0.0109Vega