0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover115.35%IV10.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0386Delta0.0265Gamma1006.70Leverage Ratio-0.0500Theta-0.0001Rho-38.85Eff Leverage0.0023Vega