0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover116.33%IV10.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0384Delta0.0262Gamma1004.60Leverage Ratio-0.0500Theta-0.0001Rho-38.54Eff Leverage0.0023Vega