0.02Open0.04Pre Close266 Volume713 Open Interest84.00Strike Price545.00Turnover47.39%IV7.21%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0246Delta0.0211Gamma3134.80Leverage Ratio-0.0236Theta0.0001Rho77.05Eff Leverage0.0033Vega