0.05Open0.05Pre Close30 Volume913 Open Interest37.00Strike Price170.00Turnover45.39%IV14.05%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0661Delta0.0480Gamma433.73Leverage Ratio-0.0141Theta0.0007Rho28.67Eff Leverage0.0076Vega