2.45Open1.85Pre Close1 Volume128 Open Interest105.00Strike Price245.00Turnover35.04%IV1.93%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier6DDays to Expiry2.03Extrinsic Value100Contract SizeAmericanOptions Type0.5511Delta0.0854Gamma50.20Leverage Ratio-0.1739Theta0.0088Rho27.66Eff Leverage0.0523Vega