0.10Open0.13Pre Close29 Volume21 Open Interest93.00Strike Price166.00Turnover49.37%IV10.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0251Delta0.0103Gamma1722.83Leverage Ratio-0.0307Theta-0.0003Rho-43.21Eff Leverage0.0068Vega