0.55Open2.53Pre Close11 Volume9 Open Interest597.50Strike Price545.00Turnover26.07%IV2.63%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.0713Delta0.0124Gamma1751.83Leverage Ratio-0.3195Theta-0.0019Rho-124.98Eff Leverage0.0573Vega