1.70Open3.05Pre Close1 Volume24 Open Interest44.50Strike Price170.00Turnover39.36%IV0.61%PremiumOct 25, 2024Expiry Date1.42Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7781Delta0.1510Gamma27.01Leverage Ratio-0.0736Theta0.0040Rho21.02Eff Leverage0.0149Vega