0.05Open0.21Pre Close31 Volume163 Open Interest32.50Strike Price160.00Turnover323.86%IV0.22%PremiumSep 27, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5066Delta1.6323Gamma324.70Leverage Ratio-25.4168Theta0.0000Rho-164.51Eff Leverage0.0003Vega