0.14Open0.10Pre Close51 Volume488 Open Interest2.00Strike Price514.00Turnover45.72%IV0.52%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier15DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6647Delta2.0380Gamma15.28Leverage Ratio-0.0020Theta-0.0005Rho-10.16Eff Leverage0.0014Vega