0.40Open0.40Pre Close4 Volume16 Open Interest27.50Strike Price160.00Turnover32.03%IV1.34%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier11DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5302Delta0.2587Gamma42.35Leverage Ratio-0.0302Theta0.0042Rho22.46Eff Leverage0.0191Vega