0.45Open0.20Pre Close14 Volume316 Open Interest45.00Strike Price539.00Turnover78.01%IV7.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.2017Delta0.0945Gamma130.18Leverage Ratio-0.1437Theta0.0007Rho26.26Eff Leverage0.0107Vega