2.45Open1.70Pre Close1 Volume83 Open Interest155.00Strike Price245.00Turnover16.93%IV1.96%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.4997Delta0.0626Gamma62.39Leverage Ratio-0.0692Theta0.0444Rho31.18Eff Leverage0.1501Vega