0.74Open0.69Pre Close8.61K Volume4.07K Open Interest105.00Strike Price540.05KTurnover49.29%IV2.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2229Delta0.1021Gamma314.80Leverage Ratio-0.3544Theta0.0008Rho70.17Eff Leverage0.0177Vega