0.05Open0.10Pre Close24 Volume13.76K Open Interest78.00Strike Price97.00Turnover4.14%IV0.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.3770Delta2.5008Gamma1951.00Leverage Ratio-0.0325Theta-0.0006Rho-735.58Eff Leverage0.0140Vega