0.15Open0.15Pre Close57 Volume543 Open Interest21.00Strike Price494.00Turnover32.21%IV3.74%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1327Delta0.2907Gamma435.30Leverage Ratio-0.0189Theta-0.0003Rho-57.74Eff Leverage0.0049Vega