2.45Open3.45Pre Close1 Volume79 Open Interest350.00Strike Price245.00Turnover32.44%IV7.96%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1631Delta0.0078Gamma132.49Leverage Ratio-0.1516Theta-0.0386Rho-21.61Eff Leverage0.2411Vega