0.27Open0.06Pre Close20 Volume28 Open Interest105.00Strike Price540.00Turnover190.14%IV20.94%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.0632Delta0.0121Gamma322.37Leverage Ratio-0.2672Theta0.0002Rho20.38Eff Leverage0.0067Vega