0.05Open0.07Pre Close32 Volume13 Open Interest220.00Strike Price160.00Turnover99.89%IV11.67%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0146Delta0.0038Gamma3941.20Leverage Ratio-0.1808Theta0.0001Rho57.62Eff Leverage0.0036Vega