0.05Open0.05Pre Close101 Volume0 Open Interest35.50Strike Price505.00Turnover71.77%IV13.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0522Delta0.0456Gamma626.80Leverage Ratio-0.0277Theta0.0002Rho32.72Eff Leverage0.0035Vega