0.55Open2.53Pre Close11 Volume9 Open Interest597.50Strike Price545.00Turnover25.46%IV2.63%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.0713Delta0.0124Gamma1751.83Leverage Ratio-0.3116Theta-0.0020Rho-124.94Eff Leverage0.0587Vega