0.04Open0.07Pre Close37 Volume852 Open Interest13.50Strike Price161.00Turnover69.61%IV11.24%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0583Delta0.0999Gamma505.50Leverage Ratio-0.0138Theta-0.0001Rho-29.47Eff Leverage0.0019Vega