1.70Open2.25Pre Close1 Volume26 Open Interest22.50Strike Price170.00Turnover77.28%IV0.21%PremiumAug 2, 2024Expiry Date1.65Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8697Delta0.1392Gamma13.45Leverage Ratio-0.0659Theta0.0013Rho11.70Eff Leverage0.0042Vega