4.65Open7.10Pre Close854 Volume214 Open Interest252.50Strike Price245.35KTurnover33.14%IV1.72%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.79Extrinsic Value100Contract SizeAmericanOptions Type-0.4171Delta0.0435Gamma91.40Leverage Ratio-0.4351Theta-0.0114Rho-38.12Eff Leverage0.1059Vega