0.49Open4.96Pre Close5 Volume2 Open Interest134.00Strike Price245.00Turnover69.39%IV6.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1476Delta0.0350Gamma258.45Leverage Ratio-0.3490Theta0.0010Rho38.14Eff Leverage0.0219Vega