0.49Open4.96Pre Close5 Volume2 Open Interest134.00Strike Price245.00Turnover72.47%IV6.54%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1435Delta0.0332Gamma257.63Leverage Ratio-0.3554Theta0.0010Rho36.98Eff Leverage0.0213Vega