1.80Open1.65Pre Close3 Volume647 Open Interest35.00Strike Price540.00Turnover24.38%IV0.39%PremiumNov 15, 2024Expiry Date1.67Intrinsic Value100Multiplier22DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7819Delta0.1597Gamma18.02Leverage Ratio-0.0109Theta-0.0116Rho-14.09Eff Leverage0.0238Vega