0.30Open0.27Pre Close18 Volume225 Open Interest94.00Strike Price540.00Turnover41.81%IV3.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1619Delta0.0826Gamma365.12Leverage Ratio-0.1597Theta0.0009Rho59.13Eff Leverage0.0174Vega