0.04Open0.06Pre Close90 Volume271 Open Interest3.50Strike Price519.00Turnover44.03%IV1.42%PremiumDec 27, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6079Delta3.1800Gamma54.31Leverage Ratio-0.0122Theta0.0001Rho33.01Eff Leverage0.0011Vega