0.14Open0.21Pre Close14 Volume21 Open Interest44.00Strike Price98.00Turnover24.25%IV3.14%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1281Delta0.1807Gamma604.87Leverage Ratio-0.0285Theta-0.0006Rho-77.50Eff Leverage0.0100Vega