0.11Open0.11Pre Close45 Volume0 Open Interest34.50Strike Price517.00Turnover385.97%IV0.15%PremiumNov 29, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6350Delta1.8714Gamma286.92Leverage Ratio-46.3198Theta0.0000Rho-182.20Eff Leverage0.0002Vega