2.70Open2.60Pre Close2 Volume273 Open Interest10.00Strike Price540.00Turnover68.04%IV3.25%PremiumDec 20, 2024Expiry Date2.30Intrinsic Value100Multiplier28DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8856Delta0.0828Gamma4.97Leverage Ratio-0.0089Theta0.0065Rho4.40Eff Leverage0.0066Vega