0.02Open0.04Pre Close76 Volume4.67K Open Interest91.00Strike Price97.00Turnover33.19%IV2.34%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0493Delta0.0844Gamma4658.50Leverage Ratio-0.1046Theta-0.0001Rho-229.89Eff Leverage0.0037Vega