0.53Open2.75Pre Close10 Volume214 Open Interest31.00Strike Price515.00Turnover47.79%IV3.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3383Delta0.1793Gamma66.84Leverage Ratio-0.0570Theta-0.0019Rho-22.61Eff Leverage0.0156Vega