0.55Open0.30Pre Close10 Volume29 Open Interest36.00Strike Price540.00Turnover51.69%IV0.47%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.5149Delta0.4094Gamma90.58Leverage Ratio-0.2019Theta0.0005Rho46.64Eff Leverage0.0075Vega