1.70Open0.87Pre Close1 Volume6 Open Interest95.50Strike Price170.00Turnover20.08%IV0.50%PremiumOct 11, 2024Expiry Date1.23Intrinsic Value100Multiplier4DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.7227Delta0.1724Gamma61.82Leverage Ratio-0.0785Theta-0.0062Rho-44.67Eff Leverage0.0329Vega