0.40Open0.57Pre Close32 Volume729 Open Interest140.00Strike Price515.00Turnover18.58%IV2.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0666Gamma1824.13Leverage Ratio-0.0516Theta0.0008Rho140.81Eff Leverage0.0169Vega