0.45Open0.37Pre Close5 Volume2.15K Open Interest82.50Strike Price245.00Turnover33.51%IV9.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1174Delta0.0276Gamma212.12Leverage Ratio-0.0332Theta-0.0055Rho-24.90Eff Leverage0.0419Vega