0.49Open4.96Pre Close5 Volume2 Open Interest134.00Strike Price245.00Turnover72.31%IV6.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1435Delta0.0332Gamma258.65Leverage Ratio-0.3541Theta0.0010Rho37.13Eff Leverage0.0213Vega