0.82Open0.67Pre Close1.24K Volume963 Open Interest522.50Strike Price97.92KTurnover48.74%IV7.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.0728Delta0.0063Gamma698.13Leverage Ratio-0.4320Theta0.0030Rho50.81Eff Leverage0.0624Vega