0.05Open0.21Pre Close31 Volume163 Open Interest32.50Strike Price160.00Turnover430.46%IV0.22%PremiumSep 27, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5669Delta1.9305Gamma324.70Leverage Ratio-52.9723Theta0.0000Rho-184.08Eff Leverage0.0002Vega