0.25Open0.51Pre Close6 Volume895 Open Interest52.50Strike Price166.00Turnover21.04%IV5.91%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1623Delta0.0980Gamma237.00Leverage Ratio-0.0156Theta0.0045Rho38.46Eff Leverage0.0292Vega