0.06Open0.04Pre Close25 Volume284 Open Interest705.00Strike Price98.00Turnover53.30%IV10.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0044Delta0.0006Gamma21350.67Leverage Ratio-0.0300Theta0.0001Rho93.27Eff Leverage0.0054Vega