0.07Open0.12Pre Close21 Volume465 Open Interest111.00Strike Price166.00Turnover36.49%IV4.74%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0609Delta0.0391Gamma1325.63Leverage Ratio-0.0638Theta0.0004Rho80.69Eff Leverage0.0102Vega