0.05Open0.05Pre Close103 Volume484 Open Interest21.00Strike Price515.00Turnover24.66%IV6.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1156Delta0.1504Gamma298.80Leverage Ratio-0.0059Theta-0.0013Rho-34.53Eff Leverage0.0102Vega