0.07Open0.09Pre Close76 Volume57 Open Interest64.00Strike Price540.00Turnover33.07%IV6.30%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0615Delta0.0530Gamma1004.50Leverage Ratio-0.0267Theta0.0005Rho61.74Eff Leverage0.0084Vega