5.04Open5.50Pre Close1 Volume648 Open Interest60.00Strike Price504.00Turnover25.91%IV0.68%PremiumJan 17, 2025Expiry Date4.60Intrinsic Value100Multiplier21DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.8970Delta0.0448Gamma13.05Leverage Ratio-0.0235Theta0.0302Rho11.71Eff Leverage0.0276Vega