0.25Open0.45Pre Close21 Volume25 Open Interest19.00Strike Price539.00Turnover21.99%IV2.71%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.4031Delta0.4839Gamma83.34Leverage Ratio-0.0124Theta0.0028Rho33.59Eff Leverage0.0141Vega