0.35Open0.20Pre Close4 Volume112 Open Interest55.20Strike Price97.00Turnover39.11%IV4.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1001Delta0.0846Gamma577.40Leverage Ratio-0.0545Theta-0.0005Rho-57.83Eff Leverage0.0093Vega