0.20Open0.20Pre Close26 Volume193 Open Interest21.50Strike Price496.00Turnover54.07%IV3.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2644Delta0.3423Gamma139.07Leverage Ratio-0.0636Theta0.0004Rho36.77Eff Leverage0.0058Vega