0.21Open0.05Pre Close24 Volume148 Open Interest77.00Strike Price160.00Turnover28.93%IV4.04%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0455Delta0.0593Gamma2468.00Leverage Ratio-0.0266Theta0.0002Rho112.34Eff Leverage0.0053Vega