0.74Open3.20Pre Close10 Volume88 Open Interest347.50Strike Price540.00Turnover49.48%IV6.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.0827Delta0.0103Gamma502.29Leverage Ratio-0.3284Theta0.0022Rho41.54Eff Leverage0.0457Vega