2.50Open3.50Pre Close2 Volume2 Open Interest195.00Strike Price540.00Turnover41.10%IV8.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type0.2765Delta0.0174Gamma58.59Leverage Ratio-0.1395Theta0.0311Rho16.20Eff Leverage0.1561Vega