5.40Open5.73Pre Close1 Volume35 Open Interest45.00Strike Price540.00Turnover62.63%IV2.71%PremiumDec 20, 2024Expiry Date4.07Intrinsic Value100Multiplier21DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type0.7469Delta0.0431Gamma9.09Leverage Ratio-0.0599Theta0.0182Rho6.79Eff Leverage0.0379Vega