5.40Open6.00Pre Close1 Volume18 Open Interest41.50Strike Price540.00Turnover95.83%IV0.30%PremiumAug 2, 2024Expiry Date5.26Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9016Delta0.0384Gamma8.50Leverage Ratio-0.1058Theta0.0037Rho7.66Eff Leverage0.0082Vega