0.03Open0.02Pre Close151 Volume1.34K Open Interest175.00Strike Price516.00Turnover59.80%IV10.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0125Delta0.0046Gamma5272.00Leverage Ratio-0.0291Theta0.0001Rho65.92Eff Leverage0.0038Vega