0.97Open1.14Pre Close1 Volume11 Open Interest250.00Strike Price97.00Turnover26.86%IV8.36%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.1032Delta0.0094Gamma278.73Leverage Ratio-0.0643Theta-0.0176Rho-28.77Eff Leverage0.1283Vega