2.50Open4.52Pre Close2 Volume4.79K Open Interest85.00Strike Price500.00Turnover20.30%IV0.28%PremiumDec 20, 2024Expiry Date2.26Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9269Delta0.0815Gamma35.19Leverage Ratio-0.0412Theta0.0072Rho32.61Eff Leverage0.0116Vega