0.74Open3.20Pre Close10 Volume88 Open Interest347.50Strike Price540.00Turnover48.47%IV6.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1016Delta0.0120Gamma397.49Leverage Ratio-0.3862Theta0.0028Rho40.40Eff Leverage0.0541Vega