5.40Open5.00Pre Close1 Volume470 Open Interest150.00Strike Price540.00Turnover28.20%IV1.87%PremiumDec 20, 2024Expiry Date2.65Intrinsic Value100Multiplier22DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type-0.5773Delta0.0390Gamma27.54Leverage Ratio-0.0826Theta-0.0451Rho-15.90Eff Leverage0.1410Vega