0.20Open0.25Pre Close27 Volume198 Open Interest4.50Strike Price515.00Turnover126.82%IV15.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3209Delta0.4498Gamma26.80Leverage Ratio-0.0165Theta0.0003Rho8.60Eff Leverage0.0022Vega