5.40Open6.40Pre Close1 Volume5 Open Interest39.00Strike Price540.00Turnover63.47%IV0.05%PremiumDec 27, 2024Expiry Date5.38Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9913Delta0.0096Gamma8.22Leverage Ratio-0.0110Theta0.0029Rho8.15Eff Leverage0.0009Vega