0.42Open0.35Pre Close12 Volume12 Open Interest134.00Strike Price505.00Turnover21.77%IV1.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3378Delta0.1623Gamma266.00Leverage Ratio-0.2120Theta0.0027Rho89.85Eff Leverage0.0378Vega