0.55Open0.30Pre Close10 Volume29 Open Interest36.00Strike Price540.00Turnover53.71%IV1.08%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5035Delta0.3953Gamma90.03Leverage Ratio-0.2100Theta0.0005Rho45.33Eff Leverage0.0075Vega