46.76Open55.56Pre Close110 Volume556 Open Interest71.50Strike Price514.33KTurnover2824.07%IV0.04%PremiumJul 19, 2024Expiry Date46.43Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9734Delta0.0019Gamma2.52Leverage Ratio-26.8372Theta0.0001Rho2.45Eff Leverage0.0007Vega