2.46Open3.40Pre Close2 Volume139 Open Interest160.00Strike Price541.00Turnover25.70%IV1.71%PremiumNov 15, 2024Expiry Date0.21Intrinsic Value100Multiplier8DDays to Expiry2.74Extrinsic Value100Contract SizeAmericanOptions Type0.5314Delta0.0656Gamma61.62Leverage Ratio-0.1674Theta0.0179Rho32.74Eff Leverage0.0938Vega