0.10Open0.09Pre Close47.68K Volume47.14K Open Interest2.00Strike Price509.90KTurnover98.57%IV2.99%PremiumAug 2, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5420Delta2.2712Gamma26.80Leverage Ratio-0.0137Theta0.0001Rho14.52Eff Leverage0.0007Vega