1.03Open1.03Pre Close5 Volume608 Open Interest18.00Strike Price515.00Turnover53.90%IV5.30%PremiumNov 15, 2024Expiry Date0.08Intrinsic Value100Multiplier24DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.4747Delta0.1604Gamma17.92Leverage Ratio-0.0196Theta-0.0056Rho-8.51Eff Leverage0.0184Vega