0.05Open0.10Pre Close49 Volume1.65K Open Interest35.00Strike Price245.00Turnover301.05%IV146.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0255Delta0.0100Gamma284.10Leverage Ratio-0.0213Theta0.0001Rho7.26Eff Leverage0.0012Vega