1.72Open1.20Pre Close3 Volume1.52K Open Interest75.00Strike Price516.00Turnover22.84%IV0.54%PremiumSep 20, 2024Expiry Date1.31Intrinsic Value100Multiplier7DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.7185Delta0.1359Gamma41.81Leverage Ratio-0.0650Theta0.0108Rho30.04Eff Leverage0.0367Vega