0.04Open0.04Pre Close145 Volume158 Open Interest98.00Strike Price515.00Turnover29.79%IV2.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0726Gamma2727.00Leverage Ratio-0.0350Theta0.0001Rho148.82Eff Leverage0.0056Vega