0.15Open0.20Pre Close49 Volume134 Open Interest25.00Strike Price511.00Turnover48.36%IV5.33%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1896Delta0.2207Gamma238.30Leverage Ratio-0.0409Theta0.0005Rho45.18Eff Leverage0.0069Vega