2.70Open3.23Pre Close2 Volume60 Open Interest65.00Strike Price540.00Turnover59.47%IV5.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.5062Delta0.0530Gamma22.82Leverage Ratio-0.1126Theta0.0115Rho11.55Eff Leverage0.0505Vega