0.35Open0.34Pre Close5 Volume793 Open Interest10.00Strike Price170.00Turnover31.00%IV1.88%PremiumSep 20, 2024Expiry Date0.11Intrinsic Value100Multiplier31DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5846Delta0.4198Gamma22.47Leverage Ratio-0.0065Theta0.0048Rho13.13Eff Leverage0.0117Vega