5.15Open6.50Pre Close1 Volume38 Open Interest190.00Strike Price515.00Turnover43.21%IV0.55%PremiumDec 6, 2024Expiry Date4.08Intrinsic Value100Multiplier1DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.7949Delta0.0594Gamma43.86Leverage Ratio-0.5652Theta0.0049Rho34.86Eff Leverage0.0315Vega