2.50Open3.50Pre Close2 Volume2 Open Interest195.00Strike Price540.00Turnover41.59%IV8.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type0.2764Delta0.0174Gamma58.59Leverage Ratio-0.1427Theta0.0304Rho16.19Eff Leverage0.1543Vega