0.83Open2.68Pre Close2 Volume19 Open Interest21.50Strike Price167.00Turnover49.58%IV1.12%PremiumDec 6, 2024Expiry Date0.61Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.6653Delta0.3280Gamma25.02Leverage Ratio-0.0493Theta-0.0015Rho-16.65Eff Leverage0.0082Vega