0.15Open0.14Pre Close23 Volume440 Open Interest27.00Strike Price511.00Turnover47.00%IV4.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2825Delta0.2090Gamma94.47Leverage Ratio-0.0445Theta0.0012Rho26.69Eff Leverage0.0116Vega