0.65Open0.70Pre Close10 Volume294 Open Interest82.00Strike Price515.00Turnover27.21%IV1.08%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4320Delta0.2063Gamma136.03Leverage Ratio-0.1595Theta0.0026Rho58.77Eff Leverage0.0275Vega