0.05Open0.38Pre Close37 Volume8 Open Interest15.00Strike Price511.00Turnover26.23%IV8.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1920Delta0.2538Gamma126.64Leverage Ratio-0.0049Theta0.0022Rho24.31Eff Leverage0.0112Vega