0.21Open0.25Pre Close10 Volume102 Open Interest230.00Strike Price97.00Turnover54.25%IV6.84%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0337Delta0.0098Gamma2153.70Leverage Ratio-0.0987Theta0.0003Rho72.51Eff Leverage0.0105Vega