0.54Open0.54Pre Close10 Volume0 Open Interest25.00Strike Price540.00Turnover51.67%IV9.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.3146Delta0.1254Gamma43.24Leverage Ratio-0.0260Theta0.0037Rho13.60Eff Leverage0.0195Vega