0.60Open1.40Pre Close9 Volume445 Open Interest104.00Strike Price540.00Turnover42.78%IV0.45%PremiumDec 27, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5349Delta0.2968Gamma173.12Leverage Ratio-0.8172Theta-0.0005Rho-92.61Eff Leverage0.0124Vega