1.80Open1.15Pre Close3 Volume87 Open Interest61.00Strike Price540.00Turnover71.02%IV1.55%PremiumAug 16, 2024Expiry Date0.84Intrinsic Value100Multiplier2DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.6076Delta0.1085Gamma32.98Leverage Ratio-0.3278Theta0.0023Rho20.04Eff Leverage0.0192Vega