0.01Open0.02Pre Close502 Volume234 Open Interest1.00Strike Price502.00Turnover229.14%IV29.79%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0608Delta0.3479Gamma141.00Leverage Ratio-0.0046Theta0.0000Rho-8.57Eff Leverage0.0002Vega