0.60Open1.40Pre Close9 Volume454 Open Interest104.00Strike Price540.00Turnover18.05%IV0.45%PremiumDec 27, 2024Expiry Date0.13Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5470Delta0.4087Gamma230.82Leverage Ratio-0.1951Theta-0.0014Rho-126.25Eff Leverage0.0213Vega