0.02Open0.03Pre Close157 Volume588 Open Interest14.50Strike Price166.00Turnover71.93%IV14.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0205Delta0.0385Gamma1687.00Leverage Ratio-0.0062Theta0.0000Rho-34.67Eff Leverage0.0009Vega