0.05Open0.05Pre Close103 Volume12 Open Interest225.00Strike Price515.00Turnover78.44%IV20.82%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0102Delta0.0018Gamma3725.40Leverage Ratio-0.0376Theta0.0002Rho37.83Eff Leverage0.0051Vega