5.40Open6.40Pre Close1 Volume5 Open Interest39.00Strike Price540.00Turnover83.87%IV0.05%PremiumDec 27, 2024Expiry Date5.38Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9873Delta0.0126Gamma8.22Leverage Ratio-0.0162Theta0.0019Rho8.11Eff Leverage0.0010Vega