5.40Open3.69Pre Close1 Volume18 Open Interest40.00Strike Price540.00Turnover78.82%IV2.87%PremiumAug 16, 2024Expiry Date4.14Intrinsic Value100Multiplier24DDays to Expiry1.27Extrinsic Value100Contract SizeAmericanOptions Type0.7258Delta0.0371Gamma7.48Leverage Ratio-0.0656Theta0.0174Rho5.43Eff Leverage0.0380Vega