0.04Open0.07Pre Close35 Volume1.63K Open Interest58.00Strike Price245.00Turnover53.21%IV8.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0428Delta0.0295Gamma1149.09Leverage Ratio-0.0371Theta-0.0002Rho-49.21Eff Leverage0.0053Vega