0.37Open0.37Pre Close12 Volume437 Open Interest3.00Strike Price507.00Turnover52.48%IV2.65%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier30DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7767Delta0.7757Gamma6.60Leverage Ratio-0.0017Theta-0.0015Rho-5.13Eff Leverage0.0023Vega