2.45Open2.75Pre Close1 Volume532 Open Interest85.00Strike Price245.00Turnover43.11%IV2.88%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.5298Delta0.0489Gamma25.37Leverage Ratio-0.0972Theta0.0205Rho13.44Eff Leverage0.0751Vega