0.26Open0.40Pre Close6 Volume270 Open Interest7.50Strike Price166.00Turnover189.87%IV4.67%PremiumDec 13, 2024Expiry Date0.01Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4806Delta0.4535Gamma21.10Leverage Ratio-0.1637Theta-0.0001Rho-10.14Eff Leverage0.0018Vega