0.01Open0.03Pre Close476 Volume2.38K Open Interest22.50Strike Price516.00Turnover78.98%IV17.94%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0617Delta0.0625Gamma382.40Leverage Ratio-0.0183Theta0.0002Rho23.59Eff Leverage0.0030Vega