2.70Open2.10Pre Close2 Volume5 Open Interest23.00Strike Price540.00Turnover191.71%IV2.27%PremiumJan 17, 2025Expiry Date2.13Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.7413Delta0.0825Gamma8.98Leverage Ratio-0.2851Theta0.0010Rho6.65Eff Leverage0.0066Vega