19.80Open1.51Pre Close540 Volume299 Open Interest565.00Strike Price501.97KTurnover30.68%IV0.94%PremiumOct 18, 2024Expiry Date3.34Intrinsic Value100Multiplier3DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5414Delta0.0250Gamma70.65Leverage Ratio-1.0783Theta-0.0242Rho-38.25Eff Leverage0.2061Vega