2.58Open2.21Pre Close2 Volume1 Open Interest17.50Strike Price516.00Turnover51.52%IV0.25%PremiumNov 15, 2024Expiry Date2.53Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8812Delta0.0807Gamma7.35Leverage Ratio-0.0135Theta0.0085Rho6.48Eff Leverage0.0095Vega