0.10Open1.15Pre Close20 Volume3 Open Interest573.00Strike Price511.00Turnover69.90%IV0.03%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier-1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5432Delta0.4823Gamma1527.97Leverage Ratio-108.6499Theta0.0000Rho-830.04Eff Leverage0.0047Vega