0.03Open0.03Pre Close93 Volume4.27K Open Interest31.50Strike Price97.00Turnover93.70%IV19.49%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0191Delta0.0211Gamma1758.00Leverage Ratio-0.0122Theta0.0000Rho33.58Eff Leverage0.0011Vega