2.95Open2.85Pre Close2 Volume28 Open Interest88.00Strike Price540.00Turnover54.78%IV1.73%PremiumOct 4, 2024Expiry Date0.91Intrinsic Value100Multiplier4DDays to Expiry1.54Extrinsic Value100Contract SizeAmericanOptions Type0.5870Delta0.0778Gamma35.56Leverage Ratio-0.2776Theta0.0052Rho20.88Eff Leverage0.0356Vega