0.75Open0.90Pre Close8 Volume22 Open Interest63.00Strike Price540.00Turnover39.07%IV9.60%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.2203Delta0.0534Gamma86.71Leverage Ratio-0.0394Theta0.0072Rho19.10Eff Leverage0.0421Vega