2.45Open2.65Pre Close1 Volume1.06K Open Interest37.50Strike Price245.00Turnover42.41%IV3.34%PremiumAug 16, 2024Expiry Date1.16Intrinsic Value100Multiplier25DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type0.6500Delta0.0851Gamma15.78Leverage Ratio-0.0350Theta0.0159Rho10.26Eff Leverage0.0380Vega