0.45Open0.80Pre Close11 Volume823 Open Interest37.00Strike Price500.00Turnover22.97%IV1.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4405Delta0.2665Gamma74.22Leverage Ratio-0.0252Theta-0.0045Rho-32.70Eff Leverage0.0255Vega