0.27Open1.16Pre Close20 Volume344 Open Interest39.50Strike Price540.00Turnover47.71%IV3.06%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.2342Delta0.2191Gamma207.54Leverage Ratio-0.1179Theta-0.0005Rho-48.61Eff Leverage0.0090Vega