0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover121.02%IV9.88%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0404Delta0.0290Gamma997.60Leverage Ratio-0.1371Theta0.0000Rho-40.29Eff Leverage0.0021Vega