0.15Open0.24Pre Close24 Volume95 Open Interest8.00Strike Price509.00Turnover83.20%IV1.98%PremiumDec 6, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5798Delta0.7023Gamma29.96Leverage Ratio-0.0495Theta0.0003Rho17.37Eff Leverage0.0026Vega