0.35Open1.90Pre Close7 Volume21 Open Interest175.00Strike Price245.00Turnover57.35%IV20.76%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0536Delta0.0068Gamma414.86Leverage Ratio-0.0628Theta0.0028Rho22.22Eff Leverage0.0306Vega