0.60Open0.80Pre Close4 Volume120 Open Interest72.50Strike Price245.00Turnover29.54%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1600Delta0.0356Gamma130.82Leverage Ratio-0.0248Theta-0.0102Rho-20.94Eff Leverage0.0563Vega