0.86Open2.33Pre Close6 Volume6 Open Interest59.00Strike Price516.00Turnover10.62%IV1.08%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier24DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6008Delta0.2378Gamma68.86Leverage Ratio-0.0172Theta0.0231Rho41.37Eff Leverage0.0590Vega