1.10Open1.70Pre Close2 Volume553 Open Interest84.00Strike Price245.00Turnover20.33%IV0.54%PremiumDec 6, 2024Expiry Date0.90Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.7682Delta0.2407Gamma77.30Leverage Ratio-0.0898Theta-0.0031Rho-59.39Eff Leverage0.0192Vega