2.70Open2.17Pre Close2 Volume477 Open Interest109.00Strike Price540.00Turnover430.13%IV0.22%PremiumAug 16, 2024Expiry Date2.45Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7798Delta0.0905Gamma38.83Leverage Ratio-28.8003Theta0.0000Rho30.28Eff Leverage0.0023Vega