0.20Open0.15Pre Close10 Volume395 Open Interest36.00Strike Price160.00Turnover13.68%IV3.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2006Delta0.2477Gamma279.44Leverage Ratio-0.0086Theta0.0039Rho56.07Eff Leverage0.0232Vega