41.30Open19.75Pre Close80 Volume28 Open Interest20800.00Strike Price540.06KTurnover18.94%IV0.08%PremiumNov 27, 2024Expiry Date45.65Intrinsic Value100Multiplier0DDays to Expiry16.07Extrinsic Value100Contract SizeEuropeanOptions Type-0.8936Delta0.0038Gamma424.42Leverage Ratio-77.0800Theta-0.0288Rho-379.28Eff Leverage0.4741Vega