2.70Open3.23Pre Close2 Volume60 Open Interest65.00Strike Price540.00Turnover86.88%IV5.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.5057Delta0.0387Gamma16.90Leverage Ratio-0.1718Theta0.0098Rho8.55Eff Leverage0.0474Vega