0.20Open1.13Pre Close28 Volume35 Open Interest522.50Strike Price170.00Turnover28.71%IV4.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0226Delta0.0046Gamma5449.95Leverage Ratio-0.0930Theta-0.0006Rho-123.17Eff Leverage0.0220Vega