0.04Open0.05Pre Close40 Volume278 Open Interest2.00Strike Price160.00Turnover167.33%IV20.71%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2269Delta0.9016Gamma42.25Leverage Ratio-0.0100Theta0.0000Rho9.59Eff Leverage0.0006Vega