0.07Open0.12Pre Close21 Volume467 Open Interest111.00Strike Price166.00Turnover34.54%IV4.74%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.0375Gamma1515.00Leverage Ratio-0.0547Theta0.0004Rho84.26Eff Leverage0.0097Vega