5.40Open6.69Pre Close1 Volume91 Open Interest108.00Strike Price540.00Turnover200.86%IV0.31%PremiumDec 13, 2024Expiry Date5.05Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9674Delta0.0273Gamma22.17Leverage Ratio-1.8108Theta0.0001Rho21.44Eff Leverage0.0010Vega