0.05Open0.06Pre Close32 Volume195 Open Interest20.50Strike Price166.00Turnover47.00%IV6.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0968Delta0.1593Gamma437.30Leverage Ratio-0.0216Theta-0.0002Rho-42.34Eff Leverage0.0039Vega