0.27Open0.03Pre Close20 Volume578 Open Interest22.50Strike Price540.00Turnover600.49%IV18.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1103Delta0.0401Gamma101.33Leverage Ratio-1.4697Theta0.0000Rho-11.18Eff Leverage0.0015Vega