2.45Open2.32Pre Close1 Volume744 Open Interest41.00Strike Price245.00Turnover59.74%IV0.32%PremiumAug 16, 2024Expiry Date2.31Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8217Delta0.0969Gamma16.66Leverage Ratio-0.0945Theta0.0036Rho13.69Eff Leverage0.0118Vega