0.74Open3.20Pre Close10 Volume88 Open Interest347.50Strike Price540.00Turnover48.47%IV5.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1017Delta0.0120Gamma376.27Leverage Ratio-0.3863Theta0.0028Rho38.25Eff Leverage0.0541Vega