2.45Open1.45Pre Close1 Volume302 Open Interest32.00Strike Price245.00Turnover27.85%IV3.33%PremiumJan 17, 2025Expiry Date1.34Intrinsic Value100Multiplier23DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.7450Delta0.1372Gamma18.52Leverage Ratio-0.0191Theta0.0146Rho13.80Eff Leverage0.0270Vega