0.04Open0.04Pre Close114 Volume1.86K Open Interest18.00Strike Price161.00Turnover60.24%IV12.41%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0361Delta0.0739Gamma1068.67Leverage Ratio-0.0080Theta0.0001Rho38.54Eff Leverage0.0014Vega