0.35Open0.20Pre Close4 Volume112 Open Interest55.20Strike Price97.00Turnover39.65%IV4.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1002Delta0.0846Gamma577.40Leverage Ratio-0.0558Theta-0.0005Rho-57.84Eff Leverage0.0092Vega