0.17Open0.46Pre Close10 Volume27 Open Interest96.00Strike Price170.00Turnover18.52%IV1.85%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1940Delta0.1462Gamma472.10Leverage Ratio-0.0637Theta0.0021Rho91.58Eff Leverage0.0279Vega