0.10Open0.31Pre Close63 Volume875 Open Interest39.50Strike Price511.00Turnover30.89%IV2.50%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1437Delta0.2542Gamma514.73Leverage Ratio-0.0465Theta0.0003Rho73.98Eff Leverage0.0065Vega