2.45Open1.55Pre Close1 Volume5 Open Interest17.50Strike Price245.00Turnover120.29%IV5.29%PremiumNov 1, 2024Expiry Date1.61Intrinsic Value100Multiplier4DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.7739Delta0.1499Gamma8.36Leverage Ratio-0.0734Theta-0.0014Rho-6.47Eff Leverage0.0050Vega