0.05Open0.06Pre Close32 Volume195 Open Interest20.50Strike Price166.00Turnover48.59%IV6.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0930Delta0.1475Gamma439.40Leverage Ratio-0.0215Theta-0.0002Rho-40.87Eff Leverage0.0039Vega