0.03Open0.03Pre Close60 Volume459 Open Interest12.50Strike Price166.00Turnover117.32%IV22.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0587Delta0.0938Gamma341.67Leverage Ratio-0.0164Theta0.0001Rho20.05Eff Leverage0.0012Vega