0.90Open1.10Pre Close5 Volume90 Open Interest80.00Strike Price540.00Turnover21.92%IV2.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3718Delta0.0892Gamma69.11Leverage Ratio-0.0355Theta-0.0156Rho-25.70Eff Leverage0.0735Vega