0.03Open0.03Pre Close159 Volume5.36K Open Interest115.00Strike Price500.00Turnover73.34%IV8.63%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0177Delta0.0081Gamma3594.86Leverage Ratio-0.0350Theta-0.0001Rho-63.74Eff Leverage0.0032Vega