0.03Open0.04Pre Close108 Volume992 Open Interest8.00Strike Price515.00Turnover81.33%IV12.39%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1053Delta0.2951Gamma238.18Leverage Ratio-0.0130Theta0.0001Rho25.07Eff Leverage0.0014Vega