2.70Open2.92Pre Close2 Volume723 Open Interest82.50Strike Price540.00Turnover20.23%IV1.47%PremiumJan 17, 2025Expiry Date1.51Intrinsic Value100Multiplier23DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6186Delta0.0955Gamma33.75Leverage Ratio-0.0292Theta-0.0260Rho-20.87Eff Leverage0.0773Vega