0.45Open0.67Pre Close12 Volume3.92K Open Interest380.00Strike Price515.00Turnover49.94%IV7.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0621Delta0.0074Gamma861.11Leverage Ratio-0.2737Theta0.0019Rho53.46Eff Leverage0.0403Vega