0.30Open0.34Pre Close11 Volume130 Open Interest30.00Strike Price516.00Turnover49.14%IV8.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.2301Delta0.0859Gamma64.64Leverage Ratio-0.0289Theta-0.0036Rho-14.87Eff Leverage0.0219Vega