1.08Open0.88Pre Close5 Volume55 Open Interest47.00Strike Price540.00Turnover55.99%IV0.82%PremiumOct 11, 2024Expiry Date0.73Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6331Delta0.1925Gamma42.43Leverage Ratio-0.2194Theta0.0016Rho26.86Eff Leverage0.0132Vega