0.50Open0.55Pre Close5 Volume422 Open Interest2.50Strike Price245.00Turnover142.02%IV3.85%PremiumOct 18, 2024Expiry Date0.42Intrinsic Value100Multiplier12DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7173Delta0.6294Gamma4.16Leverage Ratio-0.0073Theta-0.0006Rho-2.98Eff Leverage0.0013Vega