0.05Open0.20Pre Close31 Volume182 Open Interest33.00Strike Price166.00Turnover38.67%IV3.70%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0996Delta0.2039Gamma796.50Leverage Ratio-0.0347Theta0.0002Rho79.34Eff Leverage0.0039Vega