0.74Open3.20Pre Close10 Volume88 Open Interest347.50Strike Price540.00Turnover47.15%IV6.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1094Delta0.0129Gamma484.79Leverage Ratio-0.4005Theta0.0031Rho53.03Eff Leverage0.0575Vega