0.85Open1.14Pre Close2 Volume25 Open Interest4.50Strike Price170.00Turnover166.56%IV0.27%PremiumJul 19, 2024Expiry Date0.84Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7892Delta0.3524Gamma3.96Leverage Ratio-0.0175Theta-0.0006Rho-3.12Eff Leverage0.0014Vega