0.16Open0.25Pre Close22 Volume91 Open Interest522.50Strike Price506.00Turnover20.90%IV2.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0652Delta0.0147Gamma2077.63Leverage Ratio-0.1873Theta0.0022Rho135.52Eff Leverage0.0526Vega