0.95Open2.43Pre Close2 Volume3 Open Interest51.00Strike Price245.00Turnover62.52%IV2.60%PremiumJan 17, 2025Expiry Date0.18Intrinsic Value100Multiplier9DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type-0.4901Delta0.0783Gamma24.20Leverage Ratio-0.1082Theta-0.0064Rho-11.86Eff Leverage0.0325Vega