0.97Open0.90Pre Close1 Volume21 Open Interest11.00Strike Price97.00Turnover183.21%IV0.20%PremiumJul 26, 2024Expiry Date0.95Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9372Delta0.2128Gamma10.41Leverage Ratio-0.0934Theta-0.0001Rho-9.76Eff Leverage0.0004Vega