1.70Open1.90Pre Close1 Volume220 Open Interest66.00Strike Price170.00Turnover64.35%IV2.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4708Delta0.0863Gamma37.79Leverage Ratio-0.2237Theta-0.0036Rho-17.79Eff Leverage0.0285Vega