2.70Open2.40Pre Close2 Volume445 Open Interest5.50Strike Price540.00Turnover876.92%IV2.50%PremiumNov 29, 2024Expiry Date2.50Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9317Delta0.0593Gamma3.11Leverage Ratio-0.3915Theta0.0000Rho2.89Eff Leverage0.0003Vega