0.01Open0.04Pre Close166 Volume115 Open Interest51.00Strike Price166.00Turnover58.81%IV11.35%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0097Delta0.0086Gamma5752.00Leverage Ratio-0.0086Theta0.0000Rho-55.74Eff Leverage0.0013Vega