0.04Open0.05Pre Close115 Volume576 Open Interest280.00Strike Price506.00Turnover26.94%IV6.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0147Delta0.0048Gamma6550.25Leverage Ratio-0.0257Theta0.0005Rho96.02Eff Leverage0.0108Vega