0.04Open0.05Pre Close167 Volume1.32K Open Interest190.00Strike Price514.00Turnover40.07%IV10.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0080Delta0.0024Gamma8448.80Leverage Ratio-0.0170Theta-0.0002Rho-67.62Eff Leverage0.0051Vega