2.45Open2.81Pre Close1 Volume461 Open Interest48.00Strike Price245.00Turnover18.19%IV0.83%PremiumOct 18, 2024Expiry Date2.04Intrinsic Value100Multiplier21DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8591Delta0.1017Gamma21.75Leverage Ratio-0.0170Theta0.0236Rho18.69Eff Leverage0.0270Vega