0.22Open0.12Pre Close25 Volume1.70K Open Interest8.00Strike Price501.00Turnover58.25%IV9.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3168Delta0.3917Gamma42.74Leverage Ratio-0.0106Theta0.0010Rho13.54Eff Leverage0.0056Vega