0.26Open0.64Pre Close39 Volume183 Open Interest98.00Strike Price516.00Turnover60.58%IV9.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0717Delta0.0258Gamma543.52Leverage Ratio-0.0932Theta0.0006Rho38.95Eff Leverage0.0120Vega