0.57Open0.55Pre Close3 Volume394 Open Interest17.50Strike Price177.00Turnover60.72%IV3.04%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier11DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4902Delta0.2200Gamma23.24Leverage Ratio-0.0335Theta-0.0025Rho-11.39Eff Leverage0.0119Vega