0.80Open1.10Pre Close3 Volume32 Open Interest8.00Strike Price245.00Turnover93.36%IV0.28%PremiumSep 20, 2024Expiry Date0.83Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9122Delta0.2870Gamma8.44Leverage Ratio-0.0142Theta-0.0004Rho-7.69Eff Leverage0.0010Vega