0.80Open1.10Pre Close3 Volume32 Open Interest8.00Strike Price245.00Turnover91.26%IV0.28%PremiumSep 20, 2024Expiry Date0.83Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9120Delta0.2875Gamma8.44Leverage Ratio-0.0137Theta-0.0004Rho-7.69Eff Leverage0.0010Vega