0.40Open0.55Pre Close11 Volume120 Open Interest87.50Strike Price540.00Turnover31.55%IV6.51%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1586Delta0.0396Gamma177.26Leverage Ratio-0.0450Theta-0.0060Rho-28.12Eff Leverage0.0469Vega