0.13Open0.08Pre Close48 Volume627 Open Interest220.00Strike Price245.00Turnover60.10%IV11.59%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0135Delta0.0036Gamma4382.22Leverage Ratio-0.0411Theta0.0002Rho59.37Eff Leverage0.0056Vega