0.20Open0.24Pre Close11 Volume72 Open Interest31.50Strike Price170.00Turnover36.90%IV3.21%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1859Delta0.2825Gamma306.65Leverage Ratio-0.0501Theta0.0004Rho57.00Eff Leverage0.0069Vega