0.11Open0.03Pre Close139 Volume423 Open Interest72.00Strike Price517.00Turnover258.71%IV22.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0058Gamma2933.50Leverage Ratio-0.1637Theta0.0000Rho33.81Eff Leverage0.0006Vega