0.45Open0.80Pre Close11 Volume823 Open Interest37.00Strike Price500.00Turnover23.53%IV1.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4325Delta0.2585Gamma74.33Leverage Ratio-0.0258Theta-0.0045Rho-32.15Eff Leverage0.0255Vega