0.25Open0.35Pre Close9 Volume15 Open Interest645.00Strike Price166.00Turnover60.14%IV6.48%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0093Delta0.0016Gamma12116.40Leverage Ratio-0.2530Theta0.0001Rho113.25Eff Leverage0.0067Vega