0.15Open0.20Pre Close34 Volume905 Open Interest29.00Strike Price501.00Turnover41.18%IV7.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1108Delta0.1321Gamma361.73Leverage Ratio-0.0222Theta0.0005Rho40.08Eff Leverage0.0066Vega