2.60Open3.60Pre Close2 Volume161 Open Interest145.00Strike Price540.00Turnover19.36%IV0.85%PremiumOct 18, 2024Expiry Date1.55Intrinsic Value100Multiplier16DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.6260Delta0.0638Gamma43.10Leverage Ratio-0.0830Theta0.0388Rho26.98Eff Leverage0.1163Vega