0.54Open0.40Pre Close10 Volume209 Open Interest20.00Strike Price540.00Turnover55.12%IV0.61%PremiumOct 25, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7019Delta0.4628Gamma35.28Leverage Ratio-0.0806Theta-0.0006Rho-24.76Eff Leverage0.0047Vega