0.01Open0.03Pre Close266 Volume520 Open Interest29.50Strike Price516.00Turnover1571.38%IV2.47%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0572Delta0.2789Gamma2880.00Leverage Ratio-75.2805Theta0.0000Rho164.79Eff Leverage0.0000Vega