0.05Open0.10Pre Close102 Volume222 Open Interest33.50Strike Price510.00Turnover132.83%IV23.30%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0279Gamma544.20Leverage Ratio-0.0383Theta0.0001Rho22.28Eff Leverage0.0021Vega