2.95Open2.85Pre Close2 Volume28 Open Interest88.00Strike Price540.00Turnover56.18%IV1.73%PremiumOct 4, 2024Expiry Date0.91Intrinsic Value100Multiplier3DDays to Expiry1.54Extrinsic Value100Contract SizeAmericanOptions Type0.5868Delta0.0777Gamma35.56Leverage Ratio-0.2927Theta0.0050Rho20.87Eff Leverage0.0347Vega