5.40Open7.10Pre Close1 Volume14 Open Interest157.50Strike Price540.00Turnover13.16%IV0.52%PremiumJan 10, 2025Expiry Date4.55Intrinsic Value100Multiplier2DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.9978Delta0.0043Gamma31.77Leverage Ratio-0.0198Theta0.0089Rho31.70Eff Leverage0.0009Vega