2.70Open2.92Pre Close2 Volume723 Open Interest82.50Strike Price540.00Turnover20.05%IV1.47%PremiumJan 17, 2025Expiry Date1.51Intrinsic Value100Multiplier23DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6182Delta0.0955Gamma33.75Leverage Ratio-0.0285Theta-0.0265Rho-20.86Eff Leverage0.0781Vega