0.02Open0.03Pre Close53 Volume597 Open Interest227.50Strike Price177.00Turnover62.31%IV8.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0102Delta0.0037Gamma8382.40Leverage Ratio-0.0250Theta0.0001Rho85.64Eff Leverage0.0032Vega