0.60Open1.10Pre Close9 Volume15 Open Interest17.50Strike Price540.00Turnover44.75%IV6.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.3695Delta0.1865Gamma32.75Leverage Ratio-0.0159Theta-0.0041Rho-12.10Eff Leverage0.0171Vega