0.74Open3.20Pre Close10 Volume88 Open Interest347.50Strike Price540.00Turnover48.54%IV6.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1131Delta0.0129Gamma436.97Leverage Ratio-0.4252Theta0.0031Rho49.42Eff Leverage0.0586Vega