0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover115.13%IV10.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0395Delta0.0277Gamma1007.80Leverage Ratio-0.0500Theta-0.0001Rho-39.78Eff Leverage0.0023Vega