0.21Open0.15Pre Close47 Volume169 Open Interest105.00Strike Price517.00Turnover228.51%IV38.06%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0047Gamma761.10Leverage Ratio-0.0984Theta0.0001Rho18.00Eff Leverage0.0029Vega