1.15Open1.05Pre Close2 Volume105 Open Interest24.00Strike Price245.00Turnover47.76%IV3.81%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier16DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.5395Delta0.1668Gamma20.52Leverage Ratio-0.0278Theta-0.0055Rho-11.07Eff Leverage0.0199Vega