0.10Open0.05Pre Close59 Volume518 Open Interest55.00Strike Price245.00Turnover83.21%IV16.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0194Gamma943.20Leverage Ratio-0.0330Theta0.0002Rho31.85Eff Leverage0.0035Vega