0.30Open0.27Pre Close18 Volume225 Open Interest94.00Strike Price540.00Turnover41.09%IV3.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1510Delta0.0804Gamma364.96Leverage Ratio-0.1476Theta0.0008Rho55.11Eff Leverage0.0166Vega