5.45Open5.21Pre Close1 Volume1.84K Open Interest72.50Strike Price545.00Turnover27.06%IV1.21%PremiumDec 20, 2024Expiry Date4.63Intrinsic Value100Multiplier22DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.8335Delta0.0618Gamma13.85Leverage Ratio-0.0205Theta-0.0238Rho-11.55Eff Leverage0.0409Vega