2.75Open2.35Pre Close2 Volume390 Open Interest75.00Strike Price540.00Turnover31.93%IV3.52%PremiumAug 16, 2024Expiry Date0.01Intrinsic Value100Multiplier23DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type0.5336Delta0.0649Gamma29.13Leverage Ratio-0.0569Theta0.0245Rho15.54Eff Leverage0.0763Vega