0.45Open0.55Pre Close12 Volume144 Open Interest22.00Strike Price540.00Turnover37.20%IV6.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3067Delta0.1533Gamma48.34Leverage Ratio-0.0146Theta-0.0049Rho-14.82Eff Leverage0.0217Vega