0.45Open0.40Pre Close6 Volume153 Open Interest87.50Strike Price245.00Turnover35.14%IV2.56%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2966Delta0.1106Gamma149.06Leverage Ratio-0.1470Theta0.0027Rho44.21Eff Leverage0.0308Vega