0.45Open0.60Pre Close2 Volume6 Open Interest14.00Strike Price98.00Turnover74.73%IV14.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.2281Delta0.0981Gamma35.18Leverage Ratio-0.0184Theta-0.0025Rho-8.02Eff Leverage0.0125Vega