0.74Open3.20Pre Close10 Volume88 Open Interest347.50Strike Price540.00Turnover49.62%IV6.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.0763Delta0.0097Gamma566.90Leverage Ratio-0.3056Theta0.0021Rho43.27Eff Leverage0.0429Vega