0.45Open0.40Pre Close13 Volume1.02K Open Interest6.00Strike Price515.00Turnover75.32%IV4.75%PremiumOct 18, 2024Expiry Date0.11Intrinsic Value100Multiplier12DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5839Delta0.4574Gamma15.28Leverage Ratio-0.0140Theta0.0011Rho8.92Eff Leverage0.0044Vega