0.10Open0.14Pre Close132 Volume763 Open Interest197.50Strike Price511.00Turnover40.97%IV8.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0056Gamma4535.25Leverage Ratio-0.0307Theta0.0003Rho72.53Eff Leverage0.0069Vega