0.19Open0.29Pre Close12 Volume899 Open Interest34.00Strike Price245.00Turnover31.04%IV8.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1187Delta0.0746Gamma230.31Leverage Ratio-0.0128Theta-0.0022Rho-27.33Eff Leverage0.0170Vega