0.45Open0.55Pre Close12 Volume144 Open Interest22.00Strike Price540.00Turnover36.88%IV6.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3066Delta0.1532Gamma48.34Leverage Ratio-0.0143Theta-0.0049Rho-14.82Eff Leverage0.0219Vega