5.40Open4.40Pre Close1 Volume1.20K Open Interest20.00Strike Price540.00Turnover101.84%IV7.26%PremiumJan 17, 2025Expiry Date3.68Intrinsic Value100Multiplier22DDays to Expiry1.72Extrinsic Value100Contract SizeAmericanOptions Type0.8146Delta0.0440Gamma5.51Leverage Ratio-0.0385Theta0.0090Rho4.49Eff Leverage0.0160Vega