1.80Open1.65Pre Close3 Volume545 Open Interest9.00Strike Price540.00Turnover101.11%IV3.74%PremiumJul 5, 2024Expiry Date1.52Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.9726Delta0.0995Gamma4.90Leverage Ratio-0.0043Theta-0.0004Rho-4.77Eff Leverage0.0004Vega