0.02Open0.13Pre Close83 Volume260 Open Interest82.50Strike Price166.00Turnover15.49%IV0.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6345Delta3.7268Gamma4129.00Leverage Ratio-0.8462Theta0.0000Rho-2619.84Eff Leverage0.0024Vega