0.05Open0.05Pre Close31 Volume248 Open Interest95.00Strike Price245.00Turnover92.32%IV13.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0358Delta0.0137Gamma1044.63Leverage Ratio-0.0732Theta0.0002Rho37.45Eff Leverage0.0049Vega