0.40Open0.35Pre Close4 Volume715 Open Interest19.00Strike Price170.00Turnover33.44%IV1.64%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier9DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.5209Delta0.3914Gamma42.00Leverage Ratio-0.0208Theta-0.0024Rho-21.88Eff Leverage0.0122Vega