0.01Open0.01Pre Close516 Volume122 Open Interest37.00Strike Price516.00Turnover88.67%IV18.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0128Delta0.0145Gamma3134.00Leverage Ratio-0.0091Theta0.0000Rho40.21Eff Leverage0.0009Vega