0.12Open0.13Pre Close36 Volume38 Open Interest34.50Strike Price516.00Turnover45.75%IV5.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0974Delta0.1414Gamma597.27Leverage Ratio-0.0387Theta0.0002Rho58.19Eff Leverage0.0046Vega