2.45Open3.10Pre Close1 Volume11 Open Interest55.00Strike Price245.00Turnover2293.14%IV0.56%PremiumOct 18, 2024Expiry Date2.13Intrinsic Value100Multiplier-1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.7837Delta0.1044Gamma23.32Leverage Ratio-247.8020Theta0.0000Rho18.28Eff Leverage0.0004Vega