0.02Open0.13Pre Close83 Volume260 Open Interest82.50Strike Price166.00Turnover14.32%IV0.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1998Delta1.5596Gamma4139.25Leverage Ratio-0.2994Theta0.0000Rho-827.04Eff Leverage0.0035Vega