0.10Open0.09Pre Close47.68K Volume40.75K Open Interest2.00Strike Price509.90KTurnover100.14%IV2.99%PremiumAug 2, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5419Delta2.2708Gamma26.80Leverage Ratio-0.0142Theta0.0001Rho14.52Eff Leverage0.0007Vega