0.07Open0.04Pre Close37 Volume345 Open Interest33.50Strike Price97.00Turnover34.83%IV1.89%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0562Delta0.2717Gamma3413.50Leverage Ratio-0.0503Theta0.0000Rho-191.74Eff Leverage0.0014Vega