2.45Open2.70Pre Close1 Volume138 Open Interest5.00Strike Price245.00Turnover779.30%IV0.81%PremiumDec 20, 2024Expiry Date2.39Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8662Delta0.0676Gamma2.82Leverage Ratio-0.2637Theta0.0001Rho2.44Eff Leverage0.0009Vega