2.50Open0.85Pre Close2 Volume22 Open Interest70.00Strike Price540.00Turnover30.42%IV1.35%PremiumDec 20, 2024Expiry Date1.93Intrinsic Value100Multiplier26DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.6595Delta0.0621Gamma20.26Leverage Ratio-0.0463Theta0.0319Rho13.36Eff Leverage0.0711Vega