0.03Open0.02Pre Close151 Volume1.34K Open Interest175.00Strike Price516.00Turnover62.98%IV10.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0125Delta0.0046Gamma5276.00Leverage Ratio-0.0296Theta0.0001Rho65.96Eff Leverage0.0036Vega