0.05Open0.17Pre Close42 Volume18 Open Interest60.00Strike Price540.00Turnover119.87%IV0.91%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2886Delta0.4715Gamma458.38Leverage Ratio-3.3554Theta0.0000Rho132.28Eff Leverage0.0021Vega