0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover121.19%IV10.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0381Delta0.0258Gamma1000.80Leverage Ratio-0.0500Theta-0.0001Rho-38.09Eff Leverage0.0022Vega