0.53Open2.75Pre Close10 Volume214 Open Interest31.00Strike Price515.00Turnover50.02%IV3.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3386Delta0.1795Gamma66.84Leverage Ratio-0.0629Theta-0.0017Rho-22.63Eff Leverage0.0149Vega