0.15Open0.20Pre Close9 Volume9.44K Open Interest138.00Strike Price160.00Turnover8.91%IV2.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1443Delta0.0834Gamma673.70Leverage Ratio-0.0186Theta0.0099Rho97.21Eff Leverage0.0692Vega