0.85Open0.80Pre Close6 Volume267 Open Interest30.00Strike Price516.00Turnover30.39%IV2.83%PremiumOct 18, 2024Expiry Date0.05Intrinsic Value100Multiplier19DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.5379Delta0.1892Gamma33.39Leverage Ratio-0.0239Theta0.0081Rho17.96Eff Leverage0.0274Vega