0.05Open0.07Pre Close49 Volume152 Open Interest48.00Strike Price245.00Turnover718.11%IV5.48%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0618Delta0.0661Gamma1014.60Leverage Ratio-11.5912Theta0.0000Rho-62.68Eff Leverage0.0003Vega