0.01Open0.06Pre Close522 Volume670 Open Interest13.00Strike Price545.00Turnover165.78%IV39.29%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0336Delta0.0464Gamma467.00Leverage Ratio-0.0125Theta0.0000Rho15.67Eff Leverage0.0007Vega