5.40Open6.96Pre Close1 Volume64 Open Interest51.00Strike Price540.00Turnover62.89%IV0.29%PremiumNov 8, 2024Expiry Date5.24Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9554Delta0.0289Gamma10.61Leverage Ratio-0.0469Theta0.0041Rho10.14Eff Leverage0.0049Vega