5.40Open6.45Pre Close1 Volume346 Open Interest75.00Strike Price540.00Turnover44.22%IV1.84%PremiumDec 20, 2024Expiry Date3.95Intrinsic Value100Multiplier25DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type0.7015Delta0.0381Gamma13.16Leverage Ratio-0.0701Theta0.0335Rho9.23Eff Leverage0.0713Vega