0.16Open0.06Pre Close10 Volume396 Open Interest38.00Strike Price160.00Turnover35.05%IV12.24%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1105Delta0.0649Gamma226.67Leverage Ratio-0.0130Theta0.0022Rho25.06Eff Leverage0.0157Vega