0.18Open0.45Pre Close24 Volume254 Open Interest45.00Strike Price515.00Turnover47.35%IV5.84%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1213Delta0.0851Gamma328.34Leverage Ratio-0.0569Theta-0.0006Rho-39.84Eff Leverage0.0101Vega