0.05Open0.05Pre Close204 Volume359 Open Interest21.50Strike Price515.00Turnover67.71%IV11.43%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0419Delta0.0521Gamma807.67Leverage Ratio-0.0166Theta-0.0001Rho-33.81Eff Leverage0.0023Vega