0.01Open0.02Pre Close99 Volume872 Open Interest60.00Strike Price160.00Turnover61.55%IV15.09%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0168Delta0.0123Gamma2607.50Leverage Ratio-0.0134Theta0.0001Rho43.79Eff Leverage0.0023Vega