0.60Open1.40Pre Close9 Volume445 Open Interest104.00Strike Price540.00Turnover29.91%IV0.45%PremiumDec 27, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5503Delta0.4118Gamma230.82Leverage Ratio-0.5516Theta-0.0005Rho-127.01Eff Leverage0.0127Vega