5.40Open5.70Pre Close1 Volume100 Open Interest87.50Strike Price540.00Turnover52.03%IV2.58%PremiumNov 15, 2024Expiry Date3.23Intrinsic Value100Multiplier15DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6123Delta0.0429Gamma16.05Leverage Ratio-0.1077Theta-0.0209Rho-9.83Eff Leverage0.0662Vega