1.25Open4.52Pre Close2 Volume34 Open Interest297.50Strike Price245.00Turnover5.78%IV0.28%PremiumDec 27, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.6221Delta0.3556Gamma475.39Leverage Ratio-0.1503Theta-0.0061Rho-295.73Eff Leverage0.0717Vega