0.03Open0.06Pre Close59 Volume424 Open Interest16.50Strike Price166.00Turnover162.76%IV27.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0107Gamma1141.50Leverage Ratio-0.0149Theta0.0000Rho-17.21Eff Leverage0.0008Vega