0.02Open0.03Pre Close53 Volume597 Open Interest227.50Strike Price177.00Turnover71.24%IV9.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0036Gamma6929.42Leverage Ratio-0.0300Theta0.0001Rho75.84Eff Leverage0.0033Vega