0.20Open0.05Pre Close24 Volume32 Open Interest28.00Strike Price540.00Turnover54.54%IV14.98%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2042Delta0.0811Gamma65.52Leverage Ratio-0.0205Theta0.0032Rho13.38Eff Leverage0.0182Vega