2.45Open1.45Pre Close1 Volume302 Open Interest32.00Strike Price245.00Turnover27.50%IV3.33%PremiumJan 17, 2025Expiry Date1.34Intrinsic Value100Multiplier24DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.7456Delta0.1373Gamma18.52Leverage Ratio-0.0187Theta0.0150Rho13.81Eff Leverage0.0272Vega