2.35Open2.90Pre Close2 Volume1 Open Interest50.00Strike Price515.00Turnover28.83%IV2.05%PremiumAug 16, 2024Expiry Date1.81Intrinsic Value100Multiplier23DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.6690Delta0.1070Gamma16.91Leverage Ratio-0.0235Theta-0.0171Rho-11.31Eff Leverage0.0439Vega