0.02Open0.04Pre Close47 Volume922 Open Interest230.00Strike Price97.00Turnover68.85%IV14.58%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0047Delta0.0008Gamma10770.00Leverage Ratio-0.0223Theta-0.0001Rho-50.69Eff Leverage0.0033Vega