0.40Open0.70Pre Close3 Volume628 Open Interest100.00Strike Price97.00Turnover31.41%IV5.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0832Delta0.0339Gamma605.14Leverage Ratio-0.0486Theta-0.0015Rho-50.37Eff Leverage0.0220Vega