0.04Open0.40Pre Close42 Volume310 Open Interest5.00Strike Price170.00Turnover588.47%IV185.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1122Delta0.1609Gamma35.40Leverage Ratio-0.0220Theta0.0000Rho3.97Eff Leverage0.0004Vega