0.90Open0.80Pre Close6 Volume87 Open Interest22.50Strike Price540.00Turnover39.67%IV6.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.3384Delta0.1582Gamma37.12Leverage Ratio-0.0177Theta-0.0048Rho-12.56Eff Leverage0.0214Vega