0.52Open0.80Pre Close2 Volume5 Open Interest730.00Strike Price97.00Turnover55.34%IV11.08%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0238Delta0.0011Gamma1823.22Leverage Ratio-0.2636Theta-0.0021Rho-43.35Eff Leverage0.0500Vega