2.65Open2.80Pre Close2 Volume18 Open Interest3.00Strike Price545.00Turnover438.40%IV27.54%PremiumOct 18, 2024Expiry Date2.72Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9592Delta0.4951Gamma0.10Leverage Ratio-0.0004Theta-0.0005Rho-0.10Eff Leverage0.0001Vega