0.30Open0.27Pre Close18 Volume225 Open Interest94.00Strike Price540.00Turnover37.00%IV3.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1771Delta0.0981Gamma332.25Leverage Ratio-0.1534Theta0.0010Rho58.85Eff Leverage0.0186Vega