5.15Open3.20Pre Close1 Volume29 Open Interest920.00Strike Price515.00Turnover22.39%IV5.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry5.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1602Delta0.0045Gamma206.03Leverage Ratio-0.2698Theta-0.0878Rho-33.01Eff Leverage0.5895Vega