0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover123.23%IV10.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0366Delta0.0239Gamma1004.40Leverage Ratio-0.0500Theta-0.0001Rho-36.74Eff Leverage0.0022Vega