0.10Open0.15Pre Close23 Volume108 Open Interest32.43Strike Price245.00Turnover58.67%IV10.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1301Delta0.0889Gamma196.60Leverage Ratio-0.0362Theta0.0007Rho25.58Eff Leverage0.0086Vega