44.25Open51.95Pre Close58 Volume482 Open Interest125.00Strike Price245.03KTurnover172.66%IV0.92%PremiumJul 19, 2024Expiry Date34.43Intrinsic Value100Multiplier1DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.9835Delta0.0022Gamma4.61Leverage Ratio-0.1311Theta0.0057Rho4.54Eff Leverage0.0044Vega