2.70Open3.23Pre Close2 Volume60 Open Interest65.00Strike Price540.00Turnover66.98%IV5.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.4872Delta0.0527Gamma23.79Leverage Ratio-0.1400Theta0.0088Rho11.59Eff Leverage0.0451Vega