0.05Open0.06Pre Close323 Volume744 Open Interest11.50Strike Price511.00Turnover114.78%IV8.68%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0634Delta0.2238Gamma706.67Leverage Ratio-0.0437Theta0.0000Rho44.80Eff Leverage0.0006Vega