0.07Open0.06Pre Close39 Volume185 Open Interest48.50Strike Price245.00Turnover64.95%IV5.00%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0703Delta0.0773Gamma926.73Leverage Ratio-0.0550Theta-0.0001Rho-65.16Eff Leverage0.0036Vega