0.20Open0.57Pre Close27 Volume149 Open Interest66.00Strike Price517.00Turnover47.65%IV3.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1564Delta0.1291Gamma427.07Leverage Ratio-0.1422Theta0.0004Rho66.79Eff Leverage0.0093Vega