0.03Open0.05Pre Close227 Volume2.16K Open Interest16.00Strike Price511.00Turnover20.91%IV1.97%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1654Delta0.8651Gamma628.40Leverage Ratio-0.0128Theta0.0002Rho103.93Eff Leverage0.0034Vega