0.16Open0.15Pre Close32 Volume369 Open Interest62.50Strike Price515.00Turnover20.10%IV4.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1584Delta0.1131Gamma343.89Leverage Ratio-0.0239Theta0.0029Rho54.48Eff Leverage0.0257Vega