2.45Open1.85Pre Close1 Volume128 Open Interest105.00Strike Price245.00Turnover39.11%IV1.93%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry2.03Extrinsic Value100Contract SizeAmericanOptions Type0.5498Delta0.0851Gamma50.20Leverage Ratio-0.2168Theta0.0071Rho27.60Eff Leverage0.0471Vega