0.15Open0.20Pre Close39 Volume1.15K Open Interest21.00Strike Price517.00Turnover41.44%IV2.82%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2787Delta0.4545Gamma164.32Leverage Ratio-0.0486Theta0.0004Rho45.79Eff Leverage0.0060Vega