0.15Open0.30Pre Close11 Volume21 Open Interest50.00Strike Price165.00Turnover33.21%IV12.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1089Delta0.0472Gamma222.50Leverage Ratio-0.0146Theta0.0033Rho24.24Eff Leverage0.0222Vega