0.04Open0.02Pre Close106 Volume214 Open Interest72.00Strike Price160.00Turnover22.23%IV1.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0487Delta0.2042Gamma7117.00Leverage Ratio-0.0672Theta0.0000Rho346.75Eff Leverage0.0022Vega