0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover120.74%IV10.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0374Delta0.0250Gamma1004.20Leverage Ratio-0.0500Theta-0.0001Rho-37.60Eff Leverage0.0022Vega