0.26Open0.10Pre Close70 Volume62 Open Interest7.00Strike Price540.00Turnover150.77%IV12.14%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1155Delta0.2300Gamma158.20Leverage Ratio-0.0400Theta0.0000Rho-18.28Eff Leverage0.0011Vega