5.11Open2.90Pre Close1 Volume44 Open Interest62.50Strike Price511.00Turnover22.88%IV1.03%PremiumDec 20, 2024Expiry Date4.51Intrinsic Value100Multiplier20DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.9305Delta0.0658Gamma12.75Leverage Ratio-0.0067Theta-0.0129Rho-11.86Eff Leverage0.0172Vega