1.08Open0.88Pre Close5 Volume55 Open Interest47.00Strike Price540.00Turnover57.25%IV0.82%PremiumOct 11, 2024Expiry Date0.73Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6330Delta0.1924Gamma42.43Leverage Ratio-0.2309Theta0.0015Rho26.86Eff Leverage0.0129Vega