3.45Open3.60Pre Close1.46K Volume374 Open Interest54.00Strike Price547.06KTurnover75.36%IV0.36%PremiumOct 11, 2024Expiry Date3.54Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8967Delta0.0607Gamma15.55Leverage Ratio-0.1362Theta0.0022Rho13.95Eff Leverage0.0071Vega