0.27Open0.03Pre Close20 Volume598 Open Interest22.50Strike Price540.00Turnover169.42%IV18.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0267Delta0.0217Gamma912.00Leverage Ratio-0.0299Theta0.0000Rho-24.31Eff Leverage0.0010Vega