0.15Open0.22Pre Close53 Volume794 Open Interest630.00Strike Price517.00Turnover72.91%IV17.96%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0002Gamma7678.50Leverage Ratio-0.0734Theta-0.0004Rho-39.25Eff Leverage0.0122Vega