1.75Open2.55Pre Close3 Volume157 Open Interest12.50Strike Price516.00Turnover126.53%IV0.82%PremiumJul 19, 2024Expiry Date1.57Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8028Delta0.1762Gamma6.34Leverage Ratio-0.0448Theta-0.0012Rho-5.09Eff Leverage0.0035Vega