0.05Open0.05Pre Close108 Volume1.21K Open Interest5670.00Strike Price540.00Turnover46.83%IV2.91%PremiumSep 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0028Delta0.0001Gamma110196.60Leverage Ratio-1.3210Theta0.0001Rho309.54Eff Leverage0.0109Vega