37.29Open31.45Pre Close61 Volume1.15K Open Interest217.50Strike Price245.49KTurnover76.74%IV0.58%PremiumJul 19, 2024Expiry Date35.14Intrinsic Value100Multiplier4DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.9712Delta0.0032Gamma7.12Leverage Ratio-0.1690Theta0.0233Rho6.91Eff Leverage0.0175Vega