0.60Open0.55Pre Close9 Volume146 Open Interest31.00Strike Price540.00Turnover33.60%IV5.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3612Delta0.1405Gamma47.71Leverage Ratio-0.0207Theta0.0072Rho17.23Eff Leverage0.0297Vega