0.20Open0.06Pre Close8 Volume1.39K Open Interest17.00Strike Price160.00Turnover29.07%IV0.36%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6750Delta1.2169Gamma84.30Leverage Ratio-0.0465Theta-0.0004Rho-56.90Eff Leverage0.0037Vega