5.15Open6.50Pre Close1 Volume38 Open Interest190.00Strike Price515.00Turnover41.50%IV0.64%PremiumDec 6, 2024Expiry Date3.91Intrinsic Value100Multiplier1DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type0.7966Delta0.0623Gamma44.32Leverage Ratio-0.5372Theta0.0048Rho35.31Eff Leverage0.0309Vega