0.06Open0.10Pre Close31 Volume36 Open Interest332.50Strike Price165.00Turnover69.04%IV6.23%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0220Delta0.0056Gamma4173.87Leverage Ratio-0.3328Theta0.0001Rho91.64Eff Leverage0.0070Vega