0.60Open1.40Pre Close9 Volume445 Open Interest104.00Strike Price540.00Turnover28.26%IV0.45%PremiumDec 27, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5500Delta0.4116Gamma230.82Leverage Ratio-0.4916Theta-0.0006Rho-126.96Eff Leverage0.0135Vega