0.65Open0.70Pre Close10 Volume294 Open Interest82.00Strike Price515.00Turnover26.78%IV1.08%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4322Delta0.2064Gamma136.03Leverage Ratio-0.1541Theta0.0026Rho58.79Eff Leverage0.0280Vega