0.39Open0.03Pre Close57 Volume2.03K Open Interest125.00Strike Price245.00Turnover3010.60%IV16.89%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0050Delta0.0023Gamma10695.00Leverage Ratio-27.4216Theta0.0000Rho53.54Eff Leverage0.0000Vega