5.40Open7.10Pre Close1 Volume14 Open Interest157.50Strike Price540.00Turnover50.74%IV0.57%PremiumJan 10, 2025Expiry Date4.48Intrinsic Value100Multiplier2DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.7799Delta0.0487Gamma30.56Leverage Ratio-0.4868Theta0.0066Rho23.84Eff Leverage0.0355Vega