2.45Open2.34Pre Close1 Volume9 Open Interest430.00Strike Price245.00Turnover31.77%IV8.46%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1316Delta0.0058Gamma184.98Leverage Ratio-0.1673Theta-0.0355Rho-24.34Eff Leverage0.2475Vega