0.35Open0.30Pre Close7 Volume2.99K Open Interest55.00Strike Price245.00Turnover174.00%IV4.28%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4388Delta0.0486Gamma21.89Leverage Ratio-0.6295Theta0.0016Rho9.61Eff Leverage0.0184Vega