1.35Open0.60Pre Close4 Volume22 Open Interest57.00Strike Price540.00Turnover13.32%IV0.33%PremiumJul 19, 2024Expiry Date1.16Intrinsic Value100Multiplier10DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8288Delta0.1886Gamma42.30Leverage Ratio-0.0223Theta0.0142Rho35.05Eff Leverage0.0257Vega