0.80Open1.01Pre Close2 Volume16 Open Interest5.00Strike Price165.00Turnover90.09%IV12.82%PremiumAug 16, 2024Expiry Date0.24Intrinsic Value100Multiplier21DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.5403Delta0.3798Gamma8.65Leverage Ratio-0.0092Theta-0.0016Rho-4.68Eff Leverage0.0046Vega