0.23Open0.28Pre Close26 Volume472 Open Interest14.00Strike Price507.00Turnover30.28%IV0.21%PremiumDec 6, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6869Delta1.0200Gamma60.26Leverage Ratio-0.0294Theta0.0006Rho41.39Eff Leverage0.0041Vega