0.10Open0.05Pre Close58 Volume69 Open Interest5.00Strike Price516.00Turnover124.96%IV35.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2196Delta0.2593Gamma30.16Leverage Ratio-0.0080Theta0.0004Rho6.62Eff Leverage0.0027Vega