0.24Open0.31Pre Close10 Volume4.09K Open Interest20.50Strike Price245.00Turnover57.40%IV3.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.3523Delta0.3559Gamma81.80Leverage Ratio-0.0757Theta-0.0005Rho-28.82Eff Leverage0.0067Vega