0.70Open0.90Pre Close1.13K Volume12.15K Open Interest62.00Strike Price170.49KTurnover40.93%IV1.05%PremiumDec 20, 2024Expiry Date0.94Intrinsic Value100Multiplier4DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.6531Delta0.1412Gamma39.58Leverage Ratio-0.1415Theta0.0041Rho25.85Eff Leverage0.0236Vega