1.70Open1.45Pre Close1 Volume96 Open Interest85.00Strike Price170.00Turnover47.29%IV1.16%PremiumSep 20, 2024Expiry Date0.71Intrinsic Value100Multiplier4DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.5811Delta0.0929Gamma41.31Leverage Ratio-0.2301Theta0.0051Rho24.00Eff Leverage0.0348Vega