1.08Open0.88Pre Close5 Volume55 Open Interest47.00Strike Price540.00Turnover58.53%IV0.82%PremiumOct 11, 2024Expiry Date0.73Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6329Delta0.1924Gamma42.43Leverage Ratio-0.2432Theta0.0014Rho26.85Eff Leverage0.0126Vega