1.30Open1.35Pre Close4 Volume875 Open Interest25.00Strike Price516.00Turnover29.13%IV1.17%PremiumJan 17, 2025Expiry Date0.98Intrinsic Value100Multiplier23DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6845Delta0.2059Gamma18.84Leverage Ratio-0.0118Theta-0.0090Rho-12.89Eff Leverage0.0216Vega