0.01Open0.11Pre Close510 Volume146 Open Interest46.00Strike Price514.00Turnover95.53%IV19.63%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0103Delta0.0094Gamma3846.00Leverage Ratio-0.0094Theta0.0000Rho39.65Eff Leverage0.0008Vega