0.05Open0.05Pre Close32 Volume7 Open Interest11.00Strike Price160.00Turnover117.59%IV68.70%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0639Delta0.0622Gamma131.00Leverage Ratio-0.0050Theta0.0003Rho8.38Eff Leverage0.0021Vega