0.11Open0.36Pre Close11 Volume2 Open Interest8.00Strike Price161.00Turnover29.76%IV3.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3901Delta0.7326Gamma54.08Leverage Ratio-0.0055Theta-0.0014Rho-21.10Eff Leverage0.0068Vega