0.20Open0.45Pre Close20 Volume38 Open Interest7.50Strike Price501.00Turnover70.82%IV1.83%PremiumSep 13, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6359Delta0.7119Gamma25.53Leverage Ratio-0.0315Theta0.0004Rho16.24Eff Leverage0.0028Vega