0.85Open0.60Pre Close2 Volume346 Open Interest45.00Strike Price170.00Turnover48.55%IV2.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4584Delta0.1551Gamma48.83Leverage Ratio-0.1053Theta-0.0027Rho-22.39Eff Leverage0.0209Vega