0.24Open0.05Pre Close19 Volume3 Open Interest26.50Strike Price516.00Turnover133.93%IV0.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1404Delta1.5947Gamma2665.00Leverage Ratio-2.7678Theta0.0000Rho-374.04Eff Leverage0.0002Vega