0.03Open0.05Pre Close54 Volume310 Open Interest212.50Strike Price166.00Turnover55.38%IV12.15%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0098Delta0.0029Gamma6317.00Leverage Ratio-0.0264Theta0.0001Rho61.99Eff Leverage0.0043Vega