0.01Open0.01Pre Close167 Volume10 Open Interest110.00Strike Price167.00Turnover141.04%IV36.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0013Delta0.0002Gamma17337.01Leverage Ratio-0.0080Theta0.0000Rho-21.97Eff Leverage0.0008Vega