0.11Open0.12Pre Close94 Volume507 Open Interest51.00Strike Price503.00Turnover37.43%IV4.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0515Delta0.0660Gamma1528.86Leverage Ratio-0.0280Theta-0.0002Rho-78.73Eff Leverage0.0045Vega