5.15Open6.50Pre Close1 Volume38 Open Interest190.00Strike Price515.00Turnover36.95%IV0.80%PremiumDec 6, 2024Expiry Date3.61Intrinsic Value100Multiplier1DDays to Expiry1.54Extrinsic Value100Contract SizeAmericanOptions Type0.8275Delta0.0631Gamma48.10Leverage Ratio-0.3975Theta0.0050Rho39.80Eff Leverage0.0280Vega