0.90Open1.30Pre Close6 Volume565 Open Interest27.00Strike Price540.00Turnover29.14%IV1.64%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier9DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6696Delta0.2875Gamma34.31Leverage Ratio-0.0280Theta0.0044Rho22.97Eff Leverage0.0157Vega