0.02Open0.04Pre Close255 Volume533 Open Interest29.50Strike Price514.00Turnover51.61%IV10.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0210Delta0.0267Gamma2203.33Leverage Ratio-0.0087Theta-0.0001Rho-46.38Eff Leverage0.0019Vega