0.40Open0.60Pre Close4 Volume147 Open Interest6.50Strike Price161.00Turnover130.89%IV0.65%PremiumNov 8, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6930Delta0.5894Gamma13.69Leverage Ratio-0.0572Theta-0.0002Rho-9.49Eff Leverage0.0016Vega