1.80Open3.64Pre Close3 Volume92 Open Interest45.00Strike Price540.00Turnover52.34%IV1.05%PremiumJan 17, 2025Expiry Date1.34Intrinsic Value100Multiplier10DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.6258Delta0.1008Gamma19.62Leverage Ratio-0.0698Theta-0.0072Rho-12.28Eff Leverage0.0273Vega