0.10Open0.05Pre Close64 Volume411 Open Interest45.00Strike Price540.00Turnover60.79%IV35.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0374Delta0.0154Gamma445.20Leverage Ratio-0.0086Theta0.0008Rho16.66Eff Leverage0.0071Vega