0.02Open0.03Pre Close136 Volume15.25K Open Interest80.00Strike Price245.00Turnover62.05%IV17.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0097Delta0.0056Gamma4536.00Leverage Ratio-0.0102Theta0.0001Rho44.18Eff Leverage0.0020Vega