0.37Open0.60Pre Close15 Volume22 Open Interest15.00Strike Price540.00Turnover61.85%IV1.32%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.5996Delta0.5366Gamma40.40Leverage Ratio-0.0750Theta0.0005Rho24.22Eff Leverage0.0045Vega