0.23Open0.25Pre Close13 Volume296 Open Interest55.00Strike Price245.00Turnover26.75%IV2.05%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2099Delta0.2233Gamma361.29Leverage Ratio-0.0695Theta-0.0008Rho-75.83Eff Leverage0.0139Vega