0.35Open0.70Pre Close3 Volume3 Open Interest2.50Strike Price171.00Turnover206.20%IV2.15%PremiumSep 20, 2024Expiry Date0.64Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8402Delta0.5009Gamma2.76Leverage Ratio-0.0096Theta-0.0003Rho-2.31Eff Leverage0.0006Vega