8.85Open6.58Pre Close108 Volume1.26K Open Interest177.50Strike Price97.82KTurnover69.40%IV1.58%PremiumJul 26, 2024Expiry Date6.41Intrinsic Value100Multiplier4DDays to Expiry2.91Extrinsic Value100Contract SizeAmericanOptions Type0.6947Delta0.0250Gamma19.72Leverage Ratio-0.6028Theta0.0143Rho13.70Eff Leverage0.0707Vega