0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover116.75%IV10.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0380Delta0.0257Gamma1004.25Leverage Ratio-0.0500Theta-0.0001Rho-38.14Eff Leverage0.0023Vega