0.07Open0.10Pre Close97 Volume781 Open Interest66.00Strike Price502.00Turnover153.73%IV16.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0202Delta0.0075Gamma1576.00Leverage Ratio-0.0500Theta0.0000Rho-31.81Eff Leverage0.0021Vega