2.45Open2.21Pre Close1 Volume8 Open Interest9.00Strike Price245.00Turnover68.25%IV0.79%PremiumDec 20, 2024Expiry Date2.36Intrinsic Value100Multiplier26DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9158Delta0.0741Gamma4.59Leverage Ratio-0.0070Theta0.0057Rho4.20Eff Leverage0.0047Vega