5.40Open7.00Pre Close1 Volume60 Open Interest185.00Strike Price540.00Turnover21.60%IV0.40%PremiumDec 20, 2024Expiry Date4.68Intrinsic Value100Multiplier21DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.6702Delta0.0403Gamma28.62Leverage Ratio-0.0690Theta-0.0562Rho-19.18Eff Leverage0.1556Vega