0.10Open0.10Pre Close30 Volume62 Open Interest7.50Strike Price546.00Turnover53.86%IV1.34%PremiumOct 18, 2024Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5302Delta0.9061Gamma37.25Leverage Ratio-0.0208Theta-0.0005Rho-19.75Eff Leverage0.0032Vega