0.32Open0.40Pre Close5 Volume51 Open Interest30.00Strike Price160.00Turnover12.74%IV0.17%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7434Delta0.8441Gamma92.91Leverage Ratio-0.0143Theta-0.0019Rho-69.06Eff Leverage0.0099Vega