0.20Open0.25Pre Close4 Volume134 Open Interest15.00Strike Price97.00Turnover110.01%IV27.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0938Delta0.0328Gamma80.88Leverage Ratio-0.0218Theta-0.0010Rho-7.59Eff Leverage0.0078Vega