0.45Open0.80Pre Close11 Volume823 Open Interest37.00Strike Price500.00Turnover22.81%IV1.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4455Delta0.2714Gamma74.26Leverage Ratio-0.0253Theta-0.0045Rho-33.08Eff Leverage0.0253Vega