0.97Open0.93Pre Close1 Volume55 Open Interest81.00Strike Price97.00Turnover16.08%IV1.40%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.4468Delta0.1561Gamma92.77Leverage Ratio-0.0319Theta-0.0120Rho-41.44Eff Leverage0.0631Vega