5.40Open5.70Pre Close1 Volume196 Open Interest135.00Strike Price540.00Turnover29.76%IV2.43%PremiumAug 16, 2024Expiry Date2.17Intrinsic Value100Multiplier22DDays to Expiry3.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5595Delta0.0409Gamma27.11Leverage Ratio-0.0773Theta-0.0402Rho-15.17Eff Leverage0.1297Vega