0.20Open0.12Pre Close50 Volume58 Open Interest76.00Strike Price545.00Turnover13.19%IV0.98%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1501Delta0.3614Gamma1506.20Leverage Ratio-0.0443Theta0.0005Rho226.09Eff Leverage0.0114Vega