0.64Open0.65Pre Close8 Volume225 Open Interest9.00Strike Price516.00Turnover84.96%IV0.72%PremiumJan 17, 2025Expiry Date0.61Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8132Delta0.4259Gamma12.52Leverage Ratio-0.0287Theta-0.0005Rho-10.18Eff Leverage0.0020Vega