0.04Open0.05Pre Close117 Volume576 Open Interest280.00Strike Price516.00Turnover28.42%IV7.05%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0157Delta0.0048Gamma5813.33Leverage Ratio-0.0290Theta0.0005Rho91.21Eff Leverage0.0113Vega