0.40Open0.40Pre Close4 Volume16 Open Interest27.50Strike Price160.00Turnover32.16%IV1.34%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier10DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5302Delta0.2587Gamma42.35Leverage Ratio-0.0304Theta0.0042Rho22.45Eff Leverage0.0190Vega