0.80Open0.75Pre Close7 Volume182 Open Interest40.00Strike Price540.00Turnover28.44%IV5.66%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3325Delta0.1276Gamma64.20Leverage Ratio-0.0226Theta0.0082Rho21.34Eff Leverage0.0364Vega