0.04Open0.07Pre Close35 Volume1.63K Open Interest58.00Strike Price245.00Turnover55.32%IV8.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0416Delta0.0279Gamma1148.18Leverage Ratio-0.0379Theta-0.0002Rho-47.80Eff Leverage0.0051Vega