1.66Open0.60Pre Close1 Volume12 Open Interest175.00Strike Price166.00Turnover33.57%IV6.07%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry1.66Extrinsic Value100Contract SizeAmericanOptions Type0.2982Delta0.0254Gamma67.29Leverage Ratio-0.1150Theta0.0282Rho20.06Eff Leverage0.1412Vega