2.70Open3.40Pre Close2 Volume44 Open Interest530.00Strike Price540.00Turnover19.96%IV3.87%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.2057Delta0.0113Gamma182.84Leverage Ratio-0.1708Theta-0.0542Rho-37.62Eff Leverage0.3610Vega