0.15Open0.14Pre Close35.72K Volume32.45K Open Interest8.00Strike Price515.42KTurnover50.56%IV3.58%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3639Delta0.8628Gamma74.57Leverage Ratio-0.0199Theta0.0003Rho27.13Eff Leverage0.0032Vega