0.40Open0.40Pre Close14 Volume167 Open Interest230.00Strike Price540.00Turnover58.02%IV19.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0627Delta0.0059Gamma351.07Leverage Ratio-0.0990Theta0.0041Rho22.02Eff Leverage0.0448Vega