2.70Open2.40Pre Close2 Volume249 Open Interest15.00Strike Price540.00Turnover59.03%IV0.53%PremiumOct 18, 2024Expiry Date2.64Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.9054Delta0.1091Gamma4.46Leverage Ratio-0.0057Theta-0.0048Rho-4.03Eff Leverage0.0049Vega