5.40Open6.00Pre Close1 Volume17 Open Interest41.50Strike Price540.00Turnover94.31%IV0.30%PremiumAug 2, 2024Expiry Date5.26Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9018Delta0.0384Gamma8.50Leverage Ratio-0.1028Theta0.0038Rho7.67Eff Leverage0.0083Vega