0.35Open0.25Pre Close7 Volume29 Open Interest142.00Strike Price245.00Turnover65.54%IV1.77%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2143Delta0.1026Gamma721.00Leverage Ratio-1.2640Theta-0.0003Rho-154.48Eff Leverage0.0126Vega