0.36Open0.14Pre Close14.89K Volume24.30K Open Interest119.00Strike Price245.12KTurnover61.11%IV4.71%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0396Delta0.0300Gamma1749.46Leverage Ratio-0.1885Theta0.0001Rho69.26Eff Leverage0.0040Vega