0.15Open0.20Pre Close39 Volume1.14K Open Interest21.00Strike Price517.00Turnover40.68%IV2.82%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2787Delta0.4548Gamma164.32Leverage Ratio-0.0468Theta0.0004Rho45.80Eff Leverage0.0061Vega