2.45Open2.45Pre Close1 Volume0 Open Interest277.50Strike Price245.00Turnover17.44%IV0.25%PremiumAug 23, 2024Expiry Date1.75Intrinsic Value100Multiplier4DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6172Delta0.0736Gamma91.92Leverage Ratio-0.2217Theta-0.0174Rho-56.73Eff Leverage0.1148Vega