0.35Open0.50Pre Close16 Volume155 Open Interest115.00Strike Price540.00Turnover112.59%IV58.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0545Delta0.0058Gamma182.50Leverage Ratio-0.0527Theta0.0019Rho9.95Eff Leverage0.0187Vega