0.10Open0.15Pre Close54 Volume630 Open Interest70.00Strike Price540.00Turnover27.06%IV7.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0604Delta0.0318Gamma754.30Leverage Ratio-0.0172Theta-0.0014Rho-45.57Eff Leverage0.0166Vega