3.90Open2.00Pre Close2 Volume155 Open Interest40.00Strike Price540.00Turnover42.81%IV0.46%PremiumAug 16, 2024Expiry Date1.31Intrinsic Value100Multiplier25DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6360Delta0.0805Gamma14.37Leverage Ratio-0.0380Theta0.0165Rho9.14Eff Leverage0.0409Vega