0.02Open0.03Pre Close53 Volume597 Open Interest227.50Strike Price177.00Turnover72.99%IV9.47%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0108Delta0.0035Gamma6928.33Leverage Ratio-0.0300Theta0.0001Rho74.98Eff Leverage0.0032Vega