0.05Open0.10Pre Close29 Volume204 Open Interest290.00Strike Price160.00Turnover14.21%IV8.42%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0151Delta0.0040Gamma5350.60Leverage Ratio-0.0081Theta0.0025Rho80.54Eff Leverage0.0255Vega