0.05Open0.07Pre Close31 Volume3.02K Open Interest86.00Strike Price97.00Turnover31.51%IV5.73%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0307Delta0.0240Gamma2605.71Leverage Ratio-0.0220Theta-0.0003Rho-80.09Eff Leverage0.0064Vega