2.45Open1.90Pre Close1 Volume2 Open Interest190.00Strike Price245.00Turnover36.46%IV2.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.4307Delta0.0378Gamma58.66Leverage Ratio-0.2584Theta0.0179Rho25.26Eff Leverage0.1121Vega