0.05Open0.09Pre Close55 Volume70 Open Interest27.50Strike Price504.00Turnover64.68%IV0.09%PremiumNov 22, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6093Delta4.2340Gamma550.50Leverage Ratio-1.8867Theta0.0000Rho335.44Eff Leverage0.0005Vega