0.55Open1.08Pre Close3 Volume21 Open Interest50.00Strike Price165.00Turnover18.11%IV1.21%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5079Delta0.2786Gamma86.86Leverage Ratio-0.0351Theta0.0062Rho44.12Eff Leverage0.0315Vega