1.08Open0.88Pre Close5 Volume55 Open Interest47.00Strike Price540.00Turnover48.66%IV0.71%PremiumOct 11, 2024Expiry Date0.78Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.6896Delta0.2030Gamma40.66Leverage Ratio-0.1721Theta0.0018Rho28.04Eff Leverage0.0126Vega