0.32Open0.55Pre Close15 Volume220 Open Interest35.00Strike Price516.00Turnover45.24%IV5.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2658Delta0.1467Gamma95.60Leverage Ratio-0.0478Theta0.0019Rho25.42Eff Leverage0.0162Vega