0.40Open0.22Pre Close4 Volume38 Open Interest51.00Strike Price160.00Turnover19.37%IV0.04%PremiumJul 12, 2024Expiry Date0.38Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6495Delta0.4080Gamma88.03Leverage Ratio-0.0527Theta-0.0025Rho-57.18Eff Leverage0.0175Vega