0.02Open0.04Pre Close255 Volume533 Open Interest29.50Strike Price514.00Turnover55.07%IV11.38%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0199Delta0.0239Gamma2217.67Leverage Ratio-0.0089Theta-0.0001Rho-44.06Eff Leverage0.0018Vega