0.15Open0.12Pre Close33 Volume304 Open Interest25.00Strike Price506.00Turnover18.98%IV4.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2341Delta0.2734Gamma160.53Leverage Ratio-0.0085Theta0.0033Rho37.58Eff Leverage0.0181Vega