0.30Open0.60Pre Close15 Volume1.22K Open Interest16.00Strike Price515.00Turnover60.84%IV7.85%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3400Delta0.2235Gamma43.31Leverage Ratio-0.0273Theta0.0015Rho14.73Eff Leverage0.0099Vega