1.66Open1.60Pre Close3 Volume89 Open Interest86.00Strike Price511.00Turnover45.25%IV1.97%PremiumSep 20, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry1.70Extrinsic Value100Contract SizeAmericanOptions Type0.5229Delta0.1595Gamma81.99Leverage Ratio-0.4260Theta0.0018Rho42.87Eff Leverage0.0220Vega