0.06Open0.02Pre Close30 Volume866 Open Interest113.00Strike Price97.00Turnover78.15%IV12.57%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0177Delta0.0079Gamma2868.86Leverage Ratio-0.0342Theta0.0001Rho50.88Eff Leverage0.0031Vega