0.27Open0.15Pre Close16 Volume105 Open Interest31.00Strike Price506.00Turnover48.92%IV1.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4656Delta0.3076Gamma68.56Leverage Ratio-0.1088Theta0.0010Rho31.92Eff Leverage0.0105Vega