0.10Open0.05Pre Close62 Volume2.49K Open Interest17.00Strike Price516.00Turnover33.20%IV3.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1677Delta0.5533Gamma330.50Leverage Ratio-0.0228Theta0.0002Rho55.44Eff Leverage0.0034Vega