0.85Open1.20Pre Close3 Volume43 Open Interest27.50Strike Price245.00Turnover45.77%IV8.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.2962Delta0.0872Gamma36.49Leverage Ratio-0.0202Theta-0.0074Rho-10.81Eff Leverage0.0300Vega