1.08Open0.88Pre Close5 Volume55 Open Interest47.00Strike Price540.00Turnover48.67%IV0.73%PremiumOct 11, 2024Expiry Date0.77Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.6896Delta0.2030Gamma40.66Leverage Ratio-0.1722Theta0.0018Rho28.04Eff Leverage0.0126Vega