0.10Open0.20Pre Close38 Volume197 Open Interest302.50Strike Price170.00Turnover26.65%IV1.01%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0507Delta0.0553Gamma7488.09Leverage Ratio-0.4621Theta0.0001Rho379.85Eff Leverage0.0074Vega