0.15Open0.35Pre Close34 Volume1.75K Open Interest260.00Strike Price516.00Turnover22.08%IV4.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.0554Delta0.0140Gamma1432.16Leverage Ratio-0.0638Theta-0.0024Rho-79.38Eff Leverage0.0403Vega