2.45Open1.93Pre Close1 Volume338 Open Interest30.00Strike Price245.00Turnover31.49%IV0.62%PremiumOct 18, 2024Expiry Date2.25Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8312Delta0.0987Gamma12.29Leverage Ratio-0.0171Theta0.0154Rho10.21Eff Leverage0.0204Vega