2.46Open1.40Pre Close2 Volume7.43K Open Interest9.00Strike Price501.00Turnover73.06%IV1.32%PremiumDec 20, 2024Expiry Date2.40Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9227Delta0.0709Gamma4.56Leverage Ratio-0.0076Theta0.0048Rho4.21Eff Leverage0.0040Vega