2.57Open1.92Pre Close2 Volume121 Open Interest82.50Strike Price514.00Turnover21.45%IV1.72%PremiumJul 19, 2024Expiry Date1.13Intrinsic Value100Multiplier16DDays to Expiry1.44Extrinsic Value100Contract SizeAmericanOptions Type0.6461Delta0.0983Gamma37.17Leverage Ratio-0.0514Theta0.0230Rho24.01Eff Leverage0.0656Vega