0.06Open0.11Pre Close27 Volume218 Open Interest91.50Strike Price160.00Turnover41.06%IV3.24%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1774Delta0.0780Gamma290.80Leverage Ratio-0.1600Theta-0.0012Rho-51.60Eff Leverage0.0211Vega