0.80Open0.65Pre Close2 Volume15 Open Interest37.00Strike Price160.00Turnover26.40%IV0.90%PremiumJul 19, 2024Expiry Date0.47Intrinsic Value100Multiplier16DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5681Delta0.1974Gamma35.64Leverage Ratio-0.0224Theta-0.0080Rho-20.25Eff Leverage0.0301Vega