0.03Open0.06Pre Close408 Volume435 Open Interest29.50Strike Price506.00Turnover106.76%IV23.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0228Delta0.0222Gamma1196.50Leverage Ratio-0.0148Theta0.0000Rho27.22Eff Leverage0.0012Vega