0.49Open4.96Pre Close5 Volume2 Open Interest134.00Strike Price245.00Turnover71.04%IV6.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1446Delta0.0337Gamma257.76Leverage Ratio-0.3485Theta0.0010Rho37.27Eff Leverage0.0216Vega