0.49Open4.96Pre Close5 Volume2 Open Interest134.00Strike Price245.00Turnover70.84%IV6.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.1453Delta0.0340Gamma258.17Leverage Ratio-0.3505Theta0.0010Rho37.52Eff Leverage0.0216Vega