0.20Open0.45Pre Close20 Volume41 Open Interest7.50Strike Price501.00Turnover71.72%IV1.83%PremiumSep 13, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6358Delta0.7118Gamma25.53Leverage Ratio-0.0324Theta0.0004Rho16.23Eff Leverage0.0028Vega