0.20Open0.11Pre Close11 Volume1.85K Open Interest5.50Strike Price171.00Turnover91.29%IV0.92%PremiumOct 11, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6323Delta1.5323Gamma36.07Leverage Ratio-0.0519Theta-0.0001Rho-22.80Eff Leverage0.0010Vega