0.20Open1.13Pre Close28 Volume35 Open Interest522.50Strike Price170.00Turnover26.02%IV4.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0135Delta0.0033Gamma10915.60Leverage Ratio-0.0481Theta-0.0004Rho-147.35Eff Leverage0.0140Vega