2.70Open3.23Pre Close2 Volume60 Open Interest65.00Strike Price540.00Turnover76.75%IV4.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.5056Delta0.0410Gamma17.32Leverage Ratio-0.1428Theta0.0112Rho8.76Eff Leverage0.0505Vega