0.37Open0.60Pre Close14 Volume22 Open Interest15.00Strike Price505.00Turnover64.21%IV1.39%PremiumDec 6, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.5861Delta0.5197Gamma43.26Leverage Ratio-0.0781Theta0.0005Rho25.35Eff Leverage0.0045Vega