0.15Open0.40Pre Close12 Volume929 Open Interest28.00Strike Price165.00Turnover56.74%IV4.59%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1122Delta0.2044Gamma536.40Leverage Ratio-0.0485Theta0.0001Rho60.16Eff Leverage0.0031Vega