1.35Open1.46Pre Close4 Volume30 Open Interest31.00Strike Price540.00Turnover31.29%IV1.73%PremiumAug 16, 2024Expiry Date0.80Intrinsic Value100Multiplier21DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6638Delta0.1513Gamma21.93Leverage Ratio-0.0236Theta0.0115Rho14.56Eff Leverage0.0281Vega