2.70Open3.23Pre Close2 Volume60 Open Interest65.00Strike Price540.00Turnover89.69%IV5.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.5056Delta0.0386Gamma16.90Leverage Ratio-0.1830Theta0.0092Rho8.54Eff Leverage0.0459Vega