0.35Open0.85Pre Close4 Volume158 Open Interest13.00Strike Price170.00Turnover87.40%IV2.19%PremiumDec 13, 2024Expiry Date0.22Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6127Delta0.5553Gamma31.95Leverage Ratio-0.1177Theta-0.0003Rho-19.58Eff Leverage0.0030Vega