0.04Open0.06Pre Close62 Volume355 Open Interest30.00Strike Price161.00Turnover47.49%IV6.08%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0340Delta0.0683Gamma2128.67Leverage Ratio-0.0139Theta-0.0001Rho-72.38Eff Leverage0.0018Vega