0.07Open0.07Pre Close30 Volume271 Open Interest262.50Strike Price166.00Turnover40.40%IV4.58%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0045Gamma7858.57Leverage Ratio-0.0250Theta-0.0001Rho-87.35Eff Leverage0.0047Vega