5.15Open6.50Pre Close1 Volume38 Open Interest190.00Strike Price515.00Turnover38.27%IV0.79%PremiumDec 6, 2024Expiry Date3.63Intrinsic Value100Multiplier1DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.8159Delta0.0637Gamma49.97Leverage Ratio-0.4421Theta0.0049Rho40.77Eff Leverage0.0290Vega