0.55Open0.65Pre Close5 Volume103 Open Interest210.00Strike Price245.00Turnover16.47%IV5.06%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1264Delta0.0270Gamma421.73Leverage Ratio-0.0432Theta0.0135Rho53.29Eff Leverage0.0966Vega