0.03Open0.04Pre Close220 Volume1.21K Open Interest202.50Strike Price511.00Turnover73.79%IV12.47%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0100Delta0.0030Gamma6002.33Leverage Ratio-0.0299Theta0.0001Rho60.12Eff Leverage0.0032Vega