0.15Open0.20Pre Close16 Volume1.55K Open Interest10.00Strike Price245.00Turnover21.32%IV0.96%PremiumDec 20, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6671Delta1.6169Gamma65.97Leverage Ratio-0.0095Theta-0.0007Rho-44.01Eff Leverage0.0039Vega