0.61Open0.75Pre Close3 Volume4 Open Interest4.00Strike Price166.00Turnover47.51%IV5.41%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier27DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7001Delta0.7429Gamma9.87Leverage Ratio-0.0028Theta-0.0018Rho-6.91Eff Leverage0.0035Vega