0.02Open0.03Pre Close53 Volume597 Open Interest227.50Strike Price177.00Turnover76.99%IV9.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0033Gamma6913.83Leverage Ratio-0.0300Theta0.0001Rho73.12Eff Leverage0.0031Vega