2.58Open1.68Pre Close2 Volume102 Open Interest21.00Strike Price515.00Turnover90.63%IV8.13%PremiumNov 15, 2024Expiry Date0.94Intrinsic Value100Multiplier25DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type-0.5243Delta0.0832Gamma8.27Leverage Ratio-0.0365Theta-0.0080Rho-4.34Eff Leverage0.0211Vega