2.70Open3.23Pre Close2 Volume60 Open Interest65.00Strike Price540.00Turnover78.50%IV6.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.4852Delta0.0404Gamma18.34Leverage Ratio-0.1443Theta0.0107Rho8.90Eff Leverage0.0501Vega