5.40Open5.70Pre Close1 Volume60 Open Interest56.00Strike Price540.00Turnover47.68%IV0.47%PremiumDec 6, 2024Expiry Date5.11Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9530Delta0.0314Gamma11.75Leverage Ratio-0.0385Theta0.0061Rho11.20Eff Leverage0.0064Vega