5.40Open6.40Pre Close1 Volume6 Open Interest39.00Strike Price540.00Turnover99.84%IV0.05%PremiumDec 27, 2024Expiry Date5.38Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9856Delta0.0138Gamma8.22Leverage Ratio-0.0185Theta0.0014Rho8.10Eff Leverage0.0010Vega