0.30Open0.45Pre Close29 Volume126 Open Interest58.00Strike Price506.00Turnover52.57%IV5.04%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1040Delta0.0882Gamma553.10Leverage Ratio-0.0852Theta0.0003Rho57.51Eff Leverage0.0070Vega