0.10Open0.11Pre Close16 Volume469 Open Interest15.00Strike Price160.00Turnover114.86%IV35.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0802Delta0.0668Gamma148.57Leverage Ratio-0.0144Theta0.0003Rho11.92Eff Leverage0.0029Vega