0.15Open0.11Pre Close13 Volume861 Open Interest20.00Strike Price171.00Turnover202.32%IV131.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0880Delta0.0356Gamma58.03Leverage Ratio-0.0150Theta0.0004Rho5.11Eff Leverage0.0035Vega