0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover117.25%IV10.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0381Delta0.0259Gamma1004.00Leverage Ratio-0.0500Theta-0.0001Rho-38.30Eff Leverage0.0023Vega