0.05Open0.04Pre Close108 Volume9.07K Open Interest5.00Strike Price540.00Turnover100.53%IV31.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1690Delta0.2727Gamma51.33Leverage Ratio-0.0057Theta0.0003Rho8.67Eff Leverage0.0023Vega