0.15Open0.07Pre Close13 Volume31 Open Interest103.00Strike Price540.00Turnover88.89%IV5.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1674Delta0.0457Gamma216.02Leverage Ratio-0.4931Theta-0.0006Rho-36.16Eff Leverage0.0155Vega