0.05Open0.05Pre Close37 Volume11 Open Interest45.00Strike Price175.00Turnover15.65%IV2.25%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1010Delta0.2402Gamma1101.25Leverage Ratio-0.0152Theta0.0005Rho111.21Eff Leverage0.0083Vega