1.60Open3.15Pre Close811 Volume4.24K Open Interest103.00Strike Price245.79KTurnover27.59%IV0.17%PremiumJul 19, 2024Expiry Date3.22Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8859Delta0.0693Gamma31.01Leverage Ratio-0.0911Theta0.0082Rho27.47Eff Leverage0.0195Vega