5.15Open6.50Pre Close1 Volume38 Open Interest190.00Strike Price515.00Turnover36.71%IV0.59%PremiumDec 6, 2024Expiry Date4.00Intrinsic Value100Multiplier1DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.8264Delta0.0631Gamma44.09Leverage Ratio-0.3996Theta0.0051Rho36.43Eff Leverage0.0284Vega