20.85Open20.57Pre Close49 Volume291 Open Interest227.50Strike Price97.34KTurnover2014.75%IV-0.05%PremiumDec 13, 2024Expiry Date20.63Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9509Delta0.0077Gamma12.18Leverage Ratio-252.6026Theta0.0000Rho11.58Eff Leverage0.0007Vega