0.04Open0.04Pre Close140 Volume158 Open Interest98.00Strike Price500.00Turnover30.61%IV2.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0532Delta0.0691Gamma2726.71Leverage Ratio-0.0350Theta0.0001Rho145.13Eff Leverage0.0055Vega