2.70Open2.92Pre Close2 Volume723 Open Interest82.50Strike Price540.00Turnover20.15%IV0.97%PremiumJan 17, 2025Expiry Date1.92Intrinsic Value100Multiplier24DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.6388Delta0.0931Gamma30.12Leverage Ratio-0.0275Theta-0.0275Rho-19.24Eff Leverage0.0772Vega