5.40Open6.50Pre Close1 Volume107 Open Interest170.00Strike Price540.00Turnover40.00%IV1.88%PremiumDec 20, 2024Expiry Date2.16Intrinsic Value100Multiplier9DDays to Expiry3.24Extrinsic Value100Contract SizeAmericanOptions Type0.5993Delta0.0362Gamma31.30Leverage Ratio-0.2538Theta0.0235Rho18.76Eff Leverage0.1031Vega