0.70Open1.75Pre Close3 Volume24 Open Interest30.00Strike Price245.00Turnover1240.12%IV1.63%PremiumDec 13, 2024Expiry Date0.75Intrinsic Value100Multiplier0DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.8568Delta0.2794Gamma36.18Leverage Ratio-55.7761Theta0.0000Rho31.00Eff Leverage0.0001Vega
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