5.45Open3.90Pre Close1 Volume2 Open Interest177.50Strike Price545.00Turnover380.16%IV0.08%PremiumAug 16, 2024Expiry Date5.32Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.8876Delta0.0447Gamma31.02Leverage Ratio-25.8345Theta-0.0001Rho-27.54Eff Leverage0.0021Vega