0.05Open0.11Pre Close27 Volume252 Open Interest205.00Strike Price98.00Turnover22.96%IV3.07%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0351Delta0.0238Gamma4420.89Leverage Ratio-0.0426Theta0.0004Rho155.29Eff Leverage0.0110Vega