0.03Open0.04Pre Close108 Volume992 Open Interest8.00Strike Price515.00Turnover80.92%IV12.28%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1056Delta0.2969Gamma238.40Leverage Ratio-0.0130Theta0.0001Rho25.18Eff Leverage0.0014Vega