0.07Open0.15Pre Close128 Volume906 Open Interest40.00Strike Price506.00Turnover36.35%IV2.88%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1024Delta0.2154Gamma973.00Leverage Ratio-0.0398Theta0.0001Rho99.61Eff Leverage0.0041Vega