0.49Open4.96Pre Close5 Volume2 Open Interest134.00Strike Price245.00Turnover71.01%IV6.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1449Delta0.0338Gamma257.98Leverage Ratio-0.3500Theta0.0010Rho37.39Eff Leverage0.0216Vega