5.40Open4.40Pre Close1 Volume1.20K Open Interest20.00Strike Price540.00Turnover81.34%IV7.47%PremiumJan 17, 2025Expiry Date3.64Intrinsic Value100Multiplier22DDays to Expiry1.77Extrinsic Value100Contract SizeAmericanOptions Type0.8564Delta0.0466Gamma5.50Leverage Ratio-0.0267Theta0.0098Rho4.71Eff Leverage0.0135Vega