0.16Open0.19Pre Close7 Volume19 Open Interest26.00Strike Price170.00Turnover37.99%IV2.63%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.3237Delta0.3374Gamma112.57Leverage Ratio-0.0483Theta-0.0009Rho-36.44Eff Leverage0.0101Vega