0.45Open0.45Pre Close4 Volume22 Open Interest31.00Strike Price170.00Turnover26.42%IV1.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4478Delta0.3728Gamma88.06Leverage Ratio-0.0368Theta0.0023Rho39.43Eff Leverage0.0159Vega