0.03Open0.02Pre Close502 Volume2.05K Open Interest210.00Strike Price506.00Turnover156.36%IV47.29%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0019Delta0.0003Gamma14258.06Leverage Ratio-0.0098Theta0.0000Rho27.55Eff Leverage0.0007Vega