0.25Open0.20Pre Close23 Volume279 Open Interest1.00Strike Price511.00Turnover88.63%IV0.90%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier25DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8379Delta0.8670Gamma4.92Leverage Ratio-0.0015Theta0.0005Rho4.12Eff Leverage0.0008Vega