7.20Open8.00Pre Close406 Volume980 Open Interest480.00Strike Price245.71KTurnover29.58%IV0.92%PremiumOct 25, 2024Expiry Date1.91Intrinsic Value100Multiplier3DDays to Expiry4.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5457Delta0.0295Gamma75.89Leverage Ratio-0.8453Theta-0.0220Rho-41.41Eff Leverage0.1806Vega