0.85Open1.00Pre Close4 Volume104 Open Interest25.50Strike Price515.00Turnover68.98%IV2.21%PremiumJul 26, 2024Expiry Date1.19Intrinsic Value100Multiplier1DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.8885Delta0.1864Gamma21.35Leverage Ratio-0.0596Theta0.0007Rho18.97Eff Leverage0.0028Vega