0.19Open0.15Pre Close11 Volume657 Open Interest11.00Strike Price169.00Turnover40.22%IV0.64%PremiumOct 18, 2024Expiry Date0.08Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6111Delta1.4460Gamma72.80Leverage Ratio-0.0479Theta-0.0002Rho-44.49Eff Leverage0.0025Vega