0.60Open0.80Pre Close3 Volume12 Open Interest18.00Strike Price170.00Turnover31.88%IV0.60%PremiumJan 17, 2025Expiry Date0.44Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6722Delta0.3148Gamma25.43Leverage Ratio-0.0165Theta0.0044Rho17.10Eff Leverage0.0130Vega