0.03Open0.04Pre Close108 Volume992 Open Interest8.00Strike Price515.00Turnover80.97%IV12.32%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1056Delta0.2969Gamma238.30Leverage Ratio-0.0130Theta0.0001Rho25.17Eff Leverage0.0014Vega