0.03Open0.04Pre Close52 Volume292 Open Interest43.00Strike Price166.00Turnover92.85%IV15.98%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0248Gamma1060.00Leverage Ratio-0.0289Theta0.0001Rho33.81Eff Leverage0.0022Vega