0.10Open0.15Pre Close10 Volume1.91K Open Interest6.00Strike Price98.00Turnover15.61%IV0.49%PremiumJul 19, 2024Expiry Date0.07Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7194Delta2.5012Gamma60.70Leverage Ratio-0.0038Theta0.0009Rho43.67Eff Leverage0.0029Vega