5.15Open5.80Pre Close1 Volume0 Open Interest38.50Strike Price515.00Turnover255.06%IV1.45%PremiumOct 11, 2024Expiry Date4.66Intrinsic Value100Multiplier1DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.7643Delta0.0565Gamma6.33Leverage Ratio-0.5817Theta-0.0012Rho-4.83Eff Leverage0.0066Vega