0.30Open0.60Pre Close15 Volume1.22K Open Interest16.00Strike Price515.00Turnover62.91%IV7.85%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3333Delta0.2154Gamma43.31Leverage Ratio-0.0278Theta0.0015Rho14.43Eff Leverage0.0098Vega