0.40Open0.50Pre Close4 Volume174 Open Interest14.00Strike Price160.00Turnover34.91%IV0.48%PremiumDec 20, 2024Expiry Date0.34Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7309Delta0.6660Gamma34.16Leverage Ratio-0.0203Theta-0.0010Rho-24.97Eff Leverage0.0047Vega