0.25Open0.30Pre Close21 Volume31 Open Interest2.00Strike Price540.00Turnover131.13%IV3.90%PremiumJul 19, 2024Expiry Date0.31Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8289Delta0.6574Gamma6.60Leverage Ratio-0.0086Theta0.0003Rho5.47Eff Leverage0.0007Vega