0.45Open0.81Pre Close16 Volume56 Open Interest897.50Strike Price517.00Turnover52.37%IV11.36%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0169Delta0.0010Gamma3358.92Leverage Ratio-0.1840Theta0.0012Rho56.74Eff Leverage0.0322Vega