0.10Open0.10Pre Close22 Volume84 Open Interest46.50Strike Price503.00Turnover41.08%IV2.55%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2318Delta0.2144Gamma243.59Leverage Ratio-0.1174Theta-0.0006Rho-56.46Eff Leverage0.0106Vega