0.10Open0.15Pre Close16 Volume12 Open Interest84.00Strike Price160.00Turnover25.37%IV3.04%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1112Delta0.1010Gamma816.20Leverage Ratio-0.0561Theta0.0007Rho90.74Eff Leverage0.0140Vega