2.70Open2.10Pre Close2 Volume7 Open Interest23.00Strike Price540.00Turnover186.87%IV2.27%PremiumJan 17, 2025Expiry Date2.13Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.7414Delta0.0825Gamma8.98Leverage Ratio-0.2699Theta0.0011Rho6.65Eff Leverage0.0068Vega