0.90Open1.30Pre Close6 Volume565 Open Interest27.00Strike Price540.00Turnover39.59%IV1.49%PremiumJan 17, 2025Expiry Date0.49Intrinsic Value100Multiplier7DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.6419Delta0.2421Gamma33.32Leverage Ratio-0.0425Theta0.0034Rho21.39Eff Leverage0.0145Vega