0.03Open0.03Pre Close180 Volume10 Open Interest35.50Strike Price540.00Turnover42.20%IV7.67%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0505Delta0.0722Gamma1100.00Leverage Ratio-0.0168Theta0.0002Rho55.60Eff Leverage0.0036Vega