2.60Open4.50Pre Close2 Volume63 Open Interest155.00Strike Price505.00Turnover9.33%IV0.77%PremiumDec 20, 2024Expiry Date1.27Intrinsic Value100Multiplier14DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6506Delta0.1409Gamma87.85Leverage Ratio-0.0279Theta-0.0283Rho-57.15Eff Leverage0.1115Vega