0.23Open2.48Pre Close4 Volume8 Open Interest45.00Strike Price97.00Turnover43.64%IV5.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1752Delta0.0999Gamma189.00Leverage Ratio-0.0575Theta-0.0012Rho-33.11Eff Leverage0.0153Vega