5.40Open5.20Pre Close1 Volume6 Open Interest177.50Strike Price540.00Turnover29.95%IV0.30%PremiumOct 11, 2024Expiry Date4.84Intrinsic Value100Multiplier3DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8390Delta0.0488Gamma33.77Leverage Ratio-0.2165Theta0.0124Rho28.33Eff Leverage0.0408Vega