0.83Open1.25Pre Close2 Volume21 Open Interest137.00Strike Price166.00Turnover31.07%IV0.12%PremiumAug 9, 2024Expiry Date0.67Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5683Delta0.1156Gamma80.19Leverage Ratio-0.3097Theta-0.0047Rho-45.58Eff Leverage0.0431Vega