1.85Open2.55Pre Close3 Volume5 Open Interest43.00Strike Price545.00Turnover33.54%IV2.51%PremiumAug 16, 2024Expiry Date0.69Intrinsic Value100Multiplier24DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5401Delta0.1094Gamma26.86Leverage Ratio-0.0271Theta-0.0138Rho-14.51Eff Leverage0.0434Vega