0.40Open0.21Pre Close4 Volume431 Open Interest170.00Strike Price97.00Turnover33.81%IV7.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0542Delta0.0114Gamma819.51Leverage Ratio-0.0570Theta-0.0022Rho-44.38Eff Leverage0.0312Vega