5.40Open4.40Pre Close1 Volume1.20K Open Interest20.00Strike Price540.00Turnover89.78%IV8.45%PremiumJan 17, 2025Expiry Date3.42Intrinsic Value100Multiplier22DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type0.8096Delta0.0519Gamma5.45Leverage Ratio-0.0339Theta0.0090Rho4.41Eff Leverage0.0158Vega