0.03Open0.03Pre Close144 Volume536 Open Interest5.50Strike Price506.00Turnover461.04%IV60.76%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0742Delta0.1389Gamma114.67Leverage Ratio-0.0295Theta0.0000Rho8.51Eff Leverage0.0003Vega