2.45Open3.13Pre Close1 Volume76 Open Interest47.50Strike Price245.00Turnover72.89%IV10.61%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.4379Delta0.0461Gamma18.06Leverage Ratio-0.0711Theta0.0117Rho7.91Eff Leverage0.0463Vega