0.70Open0.73Pre Close8 Volume11 Open Interest16.00Strike Price545.00Turnover120.11%IV2.46%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5720Delta0.1493Gamma13.83Leverage Ratio-0.0821Theta0.0015Rho7.91Eff Leverage0.0086Vega