0.55Open0.63Pre Close9 Volume513 Open Interest4.00Strike Price515.00Turnover172.53%IV17.27%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5480Delta0.2637Gamma7.05Leverage Ratio-0.0166Theta0.0008Rho3.87Eff Leverage0.0034Vega