5.15Open6.50Pre Close1 Volume38 Open Interest190.00Strike Price515.00Turnover36.46%IV0.69%PremiumDec 6, 2024Expiry Date3.82Intrinsic Value100Multiplier1DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.8338Delta0.0620Gamma42.13Leverage Ratio-0.3771Theta0.0051Rho35.13Eff Leverage0.0275Vega