1.70Open2.09Pre Close1 Volume42 Open Interest17.50Strike Price170.00Turnover59.30%IV2.77%PremiumDec 20, 2024Expiry Date1.25Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.6605Delta0.1529Gamma9.56Leverage Ratio-0.0181Theta-0.0066Rho-6.31Eff Leverage0.0149Vega