0.40Open0.43Pre Close4 Volume21 Open Interest1.50Strike Price160.00Turnover176.78%IV4.35%PremiumNov 15, 2024Expiry Date0.35Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6360Delta0.7170Gamma2.56Leverage Ratio-0.0039Theta-0.0007Rho-1.63Eff Leverage0.0011Vega