0.15Open0.31Pre Close57 Volume97 Open Interest78.00Strike Price506.00Turnover253.69%IV0.12%PremiumNov 29, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.4350Delta1.2721Gamma779.90Leverage Ratio-70.0761Theta0.0000Rho-339.26Eff Leverage0.0005Vega