0.20Open0.29Pre Close12 Volume626 Open Interest10.00Strike Price245.00Turnover49.07%IV4.33%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3677Delta0.9300Gamma98.25Leverage Ratio-0.0333Theta0.0002Rho36.13Eff Leverage0.0031Vega