1.25Open4.52Pre Close2 Volume34 Open Interest297.50Strike Price245.00Turnover5.10%IV0.28%PremiumDec 27, 2024Expiry Date0.38Intrinsic Value100Multiplier2DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.6163Delta0.3541Gamma475.39Leverage Ratio-0.1040Theta-0.0078Rho-292.99Eff Leverage0.0830Vega