0.85Open1.44Pre Close2 Volume15 Open Interest605.00Strike Price170.00Turnover12.65%IV0.13%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.5284Delta0.0557Gamma210.41Leverage Ratio-0.4477Theta-0.0248Rho-111.19Eff Leverage0.2261Vega