2.70Open2.65Pre Close2 Volume7 Open Interest37.50Strike Price540.00Turnover52.91%IV2.68%PremiumJul 19, 2024Expiry Date1.65Intrinsic Value100Multiplier16DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.6756Delta0.0804Gamma14.24Leverage Ratio-0.0513Theta0.0110Rho9.62Eff Leverage0.0304Vega