0.40Open0.56Pre Close16 Volume154 Open Interest31.00Strike Price540.00Turnover24.49%IV2.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3375Delta0.3340Gamma125.64Leverage Ratio-0.0265Theta-0.0020Rho-42.40Eff Leverage0.0163Vega