5.40Open5.20Pre Close1 Volume69 Open Interest34.00Strike Price540.00Turnover51.84%IV0.95%PremiumDec 20, 2024Expiry Date5.03Intrinsic Value100Multiplier21DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.8847Delta0.0403Gamma7.23Leverage Ratio-0.0260Theta0.0165Rho6.39Eff Leverage0.0181Vega